+103.4%
GLD vs UPRO
+102.9%
+0.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.8% |
| 7D | -5.5% | +9.7% | -15.2% | -6.0% |
| 30D | -7.0% | -9.8% | +2.7% | -6.5% |
| 3M | -12.4% | -9.1% | -3.2% | -11.9% |
| 6M | -18.0% | +0.9% | -18.9% | -18.1% |
| YTD | -10.5% | +21.9% | -32.3% | -11.5% |
| 1Y | -8.1% | +19.8% | -27.8% | -9.1% |
| 3Y | +97.7% | +227.4% | -129.7% | +87.5% |
| 5Y | +103.4% | +100.1% | +3.3% | +89.8% |
| All | +103.4% | +102.9% | +0.6% | +89.8% |
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