-12.1%
GFS vs UPRO
+109.8%
-121.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.9% |
| 7D | -5.3% | -2.9% | -2.4% | -4.0% |
| 30D | -15.8% | -12.4% | -3.4% | -9.2% |
| 3M | -18.6% | -11.9% | -6.8% | -12.6% |
| 6M | -45.0% | -1.7% | -43.3% | -44.3% |
| YTD | +16.8% | +18.5% | -1.8% | +5.7% |
| 1Y | +17.8% | +17.5% | +0.3% | +7.0% |
| 3Y | -21.5% | +218.4% | -239.9% | -61.3% |
| 5Y | -29.3% | +99.1% | -128.5% | -54.9% |
| All | -12.1% | +109.8% | -121.9% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UPRO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling