-36.4%
GLXY vs UPRO
+72.4%
-108.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.0% | -0.7% | -2.1% |
| 7D | -0.5% | -0.9% | +0.3% | -2.7% |
| 30D | -28.6% | -11.4% | -17.2% | -17.6% |
| 3M | -28.1% | -10.9% | -17.2% | -17.6% |
| 6M | -52.0% | -0.5% | -51.5% | -51.9% |
| YTD | -35.1% | +19.9% | -55.0% | -46.7% |
| 1Y | -54.0% | +24.2% | -78.2% | -63.2% |
| All | -36.4% | +72.4% | -108.8% | -58.8% |
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