+145.9%
GLDM vs UPRO
+137.3%
+8.6%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.8% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +4.4% | -0.9% | +5.3% | +4.4% |
| 3M | -1.1% | +1.9% | -3.0% | -1.2% |
| 6M | -13.7% | +33.1% | -46.8% | -14.9% |
| YTD | +2.8% | +31.8% | -29.0% | +1.3% |
| 1Y | +24.8% | +48.3% | -23.4% | +22.6% |
| 3Y | +127.8% | +221.5% | -93.7% | +117.2% |
| All | +145.9% | +137.3% | +8.6% | +130.1% |
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 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