+204.3%
GLDM vs UPRO
+527.0%
-322.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.8% |
| 7D | -5.5% | +9.7% | -15.2% | -5.8% |
| 30D | -7.0% | -9.8% | +2.8% | -6.7% |
| 3M | -12.3% | -9.1% | -3.2% | -12.0% |
| 6M | -17.9% | +0.9% | -18.8% | -18.0% |
| YTD | -10.3% | +21.9% | -32.2% | -10.9% |
| 1Y | -7.8% | +19.8% | -27.6% | -8.4% |
| 3Y | +99.5% | +227.4% | -127.9% | +92.9% |
| 5Y | +106.5% | +100.1% | +6.4% | +99.5% |
| All | +204.3% | +527.0% | -322.7% | +183.6% |
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