+208.4%
GLD vs UPRO
+1,064.0%
-855.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.6% |
| 7D | +2.8% | -2.9% | +5.7% | +2.9% |
| 30D | -4.0% | -12.4% | +8.5% | -3.6% |
| 3M | -8.2% | -11.9% | +3.6% | -7.9% |
| 6M | -14.8% | -1.7% | -13.2% | -14.8% |
| YTD | -6.8% | +18.5% | -25.3% | -7.3% |
| 1Y | -2.4% | +17.5% | -19.9% | -2.9% |
| 3Y | +105.8% | +218.4% | -112.6% | +99.4% |
| 5Y | +113.3% | +99.1% | +14.2% | +106.5% |
| 10Y | +208.4% | +1,071.1% | -862.7% | +199.6% |
| All | +208.4% | +1,064.0% | -855.5% | +199.6% |
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