+232.7%
GLW vs UPRO
+95.9%
+136.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -3.8% |
| 7D | +7.7% | +7.4% | +0.3% | +4.7% |
| 30D | -18.8% | -7.9% | -11.0% | -15.6% |
| 3M | -27.7% | -12.0% | -15.7% | -23.4% |
| 6M | -44.4% | -2.0% | -42.5% | -43.1% |
| YTD | +31.3% | +20.4% | +10.9% | +24.8% |
| 1Y | +40.0% | +24.5% | +15.5% | +31.6% |
| 3Y | +339.2% | +224.4% | +114.9% | +189.5% |
| All | +232.7% | +95.9% | +136.8% | +133.1% |
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