+18.6%
GLXY vs UPRO
+86.3%
-67.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +4.8% |
| 7D | +15.5% | +1.5% | +14.0% | +13.6% |
| 30D | +34.1% | -3.7% | +37.8% | +40.5% |
| 3M | -11.3% | +8.0% | -19.3% | -19.6% |
| 6M | +31.6% | +38.7% | -7.1% | -11.9% |
| YTD | +21.0% | +29.5% | -8.6% | -9.1% |
| 1Y | +11.7% | +46.1% | -34.4% | -23.6% |
| All | +18.6% | +86.3% | -67.7% | -29.7% |
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