+542.4%
GLW vs UPRO
+1,163.1%
-620.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +7.0% | +2.3% | +6.3% |
| 7D | -5.9% | -0.9% | -5.0% | -5.4% |
| 30D | -26.0% | -11.4% | -14.6% | -21.8% |
| 3M | -29.9% | -10.9% | -19.0% | -26.1% |
| 6M | -37.8% | -0.5% | -37.2% | -36.7% |
| YTD | +33.1% | +19.9% | +13.2% | +26.0% |
| 1Y | +36.8% | +24.2% | +12.6% | +27.8% |
| 3Y | +356.1% | +236.9% | +119.1% | +171.5% |
| 5Y | +243.8% | +96.6% | +147.2% | +130.5% |
| 10Y | +542.4% | +1,091.6% | -549.2% | +49.7% |
| All | +542.4% | +1,163.1% | -620.7% | +49.7% |
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