-34.7%
GFS vs UPRO
+81.0%
-115.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.8% | +5.4% | +5.7% |
| 7D | -7.8% | -8.7% | +0.9% | -3.1% |
| 30D | -19.7% | -16.9% | -2.8% | -10.7% |
| 3M | -23.1% | -15.3% | -7.9% | -15.4% |
| 6M | -46.4% | -5.7% | -40.7% | -44.3% |
| YTD | +11.0% | +12.1% | -1.0% | +3.9% |
| 1Y | +12.6% | +16.4% | -3.8% | +3.0% |
| 3Y | -24.9% | +210.5% | -235.5% | -62.2% |
| All | -34.7% | +81.0% | -115.7% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling