-4.8%
GFS vs UPRO
+35.2%
-40.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.6% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | -8.6% | -0.9% | -7.7% | -7.9% |
| 3M | -46.5% | +1.9% | -48.5% | -47.4% |
| 6M | -4.8% | +33.1% | -37.9% | -23.8% |
| All | -4.8% | +35.2% | -40.0% | -23.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling