+584.0%
GH vs UPRO
+233.9%
+350.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -2.1% |
| 7D | -8.2% | -3.8% | -4.4% | -6.7% |
| 30D | -4.9% | -8.9% | +3.9% | -1.2% |
| 3M | -6.2% | -7.4% | +1.2% | -3.7% |
| 6M | +60.0% | +1.6% | +58.5% | +56.8% |
| YTD | +51.5% | +23.2% | +28.4% | +35.5% |
| 1Y | +58.4% | +21.2% | +37.2% | +42.3% |
| All | +584.0% | +233.9% | +350.0% | +169.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling