+140.0%
GLD vs UPRO
+133.2%
+6.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.0% |
| 7D | +0.1% | -1.3% | +1.4% | +0.2% |
| 30D | +0.2% | -5.0% | +5.2% | +0.5% |
| 3M | +3.2% | +7.5% | -4.3% | +2.8% |
| 6M | -14.6% | +33.2% | -47.9% | -15.8% |
| YTD | +1.8% | +27.7% | -25.9% | +0.5% |
| 1Y | +20.7% | +43.0% | -22.3% | +18.7% |
| 3Y | +126.5% | +224.4% | -97.9% | +115.5% |
| 5Y | +140.0% | +135.9% | +4.2% | +124.8% |
| All | +140.0% | +133.2% | +6.9% | +124.8% |
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