+377.4%
GH vs UPRO
+230.2%
+147.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.5% |
| 7D | -2.1% | +1.5% | -3.5% | -2.8% |
| 30D | -4.5% | -3.7% | -0.7% | -3.0% |
| 3M | +28.9% | +8.0% | +20.9% | +23.4% |
| 6M | +76.5% | +38.7% | +37.9% | +50.6% |
| YTD | +57.6% | +29.5% | +28.1% | +38.5% |
| 1Y | +167.5% | +46.1% | +121.5% | +119.2% |
| 3Y | +377.4% | +229.1% | +148.3% | +135.8% |
| All | +377.4% | +230.2% | +147.3% | +135.8% |
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 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