+303.6%
GLD vs UPRO
+12,137.2%
-11,833.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | +4.7% | -8.7% | +13.4% | +4.9% |
| 30D | -0.9% | -16.9% | +16.0% | -0.4% |
| 3M | -4.4% | -15.3% | +10.9% | -4.0% |
| 6M | -13.6% | -5.7% | -7.8% | -13.4% |
| YTD | -6.0% | +12.1% | -18.1% | -6.3% |
| 1Y | +1.8% | +16.4% | -14.7% | +1.4% |
| 3Y | +103.2% | +210.5% | -107.4% | +97.8% |
| 5Y | +119.3% | +82.4% | +36.9% | +113.8% |
| 10Y | +199.5% | +1,144.5% | -945.0% | +181.2% |
| All | +303.6% | +12,137.2% | -11,833.6% | +213.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling