+222.0%
GLDM vs UPRO
+471.7%
-249.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -13.2% | +14.0% | +1.3% |
| 7D | +1.9% | -14.4% | +16.3% | +2.4% |
| 30D | -1.7% | -18.2% | +16.6% | -1.0% |
| 3M | -3.5% | -16.4% | +12.9% | -3.0% |
| 6M | -10.1% | -2.6% | -7.4% | -10.0% |
| YTD | -5.0% | +11.1% | -16.2% | -5.4% |
| 1Y | +2.8% | +11.8% | -9.0% | +2.4% |
| 3Y | +105.1% | +209.9% | -104.8% | +98.9% |
| 5Y | +124.3% | +80.9% | +43.4% | +117.5% |
| All | +222.0% | +471.7% | -249.7% | +201.1% |
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