-30.0%
GLXY vs UPRO
+77.2%
-107.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +3.9% | +9.3% | +8.5% |
| 7D | +14.3% | -3.8% | +18.1% | +18.6% |
| 30D | -19.6% | -8.9% | -10.8% | -10.1% |
| 3M | -20.7% | -7.4% | -13.2% | -12.9% |
| 6M | -49.6% | +1.6% | -51.1% | -50.6% |
| YTD | -28.6% | +23.2% | -51.7% | -43.0% |
| 1Y | -48.0% | +21.2% | -69.3% | -57.3% |
| All | -30.0% | +77.2% | -107.1% | -55.9% |
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