+47.0%
GH vs UPRO
+104.9%
-57.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -2.6% |
| 7D | -8.2% | -3.8% | -4.4% | -6.4% |
| 30D | -4.9% | -8.9% | +3.9% | -0.3% |
| 3M | -6.2% | -7.4% | +1.2% | -3.2% |
| 6M | +60.0% | +1.6% | +58.5% | +55.5% |
| YTD | +51.5% | +23.2% | +28.4% | +30.7% |
| 1Y | +58.4% | +21.2% | +37.2% | +37.4% |
| 3Y | +617.2% | +230.8% | +386.4% | +201.7% |
| 5Y | +47.0% | +106.7% | -59.7% | -23.8% |
| All | +47.0% | +104.9% | -57.9% | -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 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