+405.5%
GH vs UPRO
+437.2%
-31.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.8% |
| 7D | -0.2% | -1.3% | +1.1% | +0.3% |
| 30D | -2.6% | -5.0% | +2.4% | -0.6% |
| 3M | +25.1% | +7.5% | +17.6% | +20.0% |
| 6M | +78.5% | +33.2% | +45.3% | +54.9% |
| YTD | +59.4% | +27.7% | +31.7% | +40.8% |
| 1Y | +173.9% | +43.0% | +130.8% | +127.0% |
| 3Y | +382.7% | +224.4% | +158.3% | +162.3% |
| 5Y | +24.4% | +135.9% | -111.5% | -25.6% |
| All | +405.5% | +437.2% | -31.6% | +91.6% |
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