-36.9%
GLXY vs UPRO
+73.2%
-110.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.2% | -4.0% | -3.8% |
| 7D | +5.3% | +7.4% | -2.1% | -3.0% |
| 30D | -19.8% | -7.9% | -11.9% | -11.6% |
| 3M | -31.4% | -12.0% | -19.4% | -19.7% |
| 6M | -53.3% | -2.0% | -51.4% | -52.1% |
| YTD | -35.7% | +20.4% | -56.1% | -47.2% |
| 1Y | -47.2% | +24.5% | -71.7% | -57.9% |
| All | -36.9% | +73.2% | -110.1% | -59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling