-3.9%
GLD vs UPRO
+22.8%
-26.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -2.1% |
| 7D | -2.0% | -3.8% | +1.8% | -1.4% |
| 30D | -4.4% | -8.9% | +4.4% | -2.4% |
| 3M | -8.9% | -7.4% | -1.5% | -7.5% |
| 6M | -16.0% | +1.6% | -17.5% | -17.0% |
| YTD | -7.9% | +23.2% | -31.0% | -13.9% |
| 1Y | -3.9% | +21.2% | -25.1% | -9.9% |
| All | -3.9% | +22.8% | -26.7% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling