+2.1%
GLDM vs UPRO
+13.2%
-11.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | +4.7% | -8.7% | +13.3% | +6.6% |
| 30D | -0.9% | -16.9% | +16.0% | +3.7% |
| 3M | -4.3% | -15.3% | +11.0% | -0.5% |
| 6M | -13.4% | -5.7% | -7.7% | -12.7% |
| YTD | -5.8% | +12.1% | -17.9% | -9.8% |
| 1Y | +2.1% | +16.4% | -14.4% | -3.0% |
| All | +2.1% | +13.2% | -11.1% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling