+25.7%
GPN vs UPRO
+1,226.0%
-1,200.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.5% |
| 7D | -3.5% | -6.0% | +2.5% | -1.0% |
| 30D | +3.1% | -5.8% | +8.9% | +5.7% |
| 3M | +42.3% | +10.8% | +31.5% | +35.4% |
| 6M | +20.9% | +31.6% | -10.7% | +6.2% |
| YTD | +15.2% | +25.4% | -10.2% | +3.1% |
| 1Y | +5.4% | +39.2% | -33.8% | -10.3% |
| 3Y | -27.4% | +218.5% | -245.9% | -59.2% |
| 5Y | -44.2% | +137.1% | -181.3% | -67.6% |
| All | +25.7% | +1,226.0% | -1,200.3% | -71.9% |
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