+219.3%
GLDM vs UPRO
+558.4%
-339.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.9% | -1.2% | +3.5% |
| 7D | -0.3% | -2.6% | +2.3% | -0.2% |
| 30D | -1.9% | -4.3% | +2.5% | -1.7% |
| 3M | -0.4% | -4.3% | +3.9% | -0.3% |
| 6M | -10.1% | +14.7% | -24.8% | -10.5% |
| YTD | -5.8% | +28.0% | -33.8% | -6.6% |
| 1Y | +3.1% | +29.8% | -26.7% | +2.2% |
| 3Y | +103.4% | +256.9% | -153.5% | +96.3% |
| 5Y | +125.5% | +110.6% | +15.0% | +117.6% |
| All | +219.3% | +558.4% | -339.1% | +197.2% |
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