+231.1%
GM vs UPRO
+1,258.3%
-1,027.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.6% |
| 7D | -2.4% | -2.5% | +0.1% | -1.5% |
| 30D | -1.1% | -4.2% | +3.1% | +0.5% |
| 3M | +6.1% | +8.1% | -1.9% | +2.3% |
| 6M | +15.0% | +35.2% | -20.3% | +0.8% |
| YTD | +6.0% | +28.4% | -22.5% | -5.4% |
| 1Y | +47.1% | +39.3% | +7.8% | +26.3% |
| 3Y | +170.5% | +219.9% | -49.4% | +54.0% |
| 5Y | +80.5% | +142.8% | -62.3% | +6.7% |
| All | +231.1% | +1,258.3% | -1,027.2% | -16.6% |
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