-12.6%
GPN vs UPRO
+226.4%
-239.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.7% |
| 7D | -5.6% | +7.4% | -13.1% | -8.2% |
| 30D | +13.6% | -7.9% | +21.5% | +15.8% |
| 3M | -2.8% | -12.0% | +9.2% | +0.7% |
| 6M | +38.1% | -2.0% | +40.0% | +36.2% |
| YTD | +19.9% | +20.4% | -0.5% | +8.1% |
| 1Y | +23.4% | +24.5% | -1.1% | +9.5% |
| 3Y | -12.6% | +224.4% | -237.0% | -52.5% |
| All | -12.6% | +226.4% | -239.0% | -52.5% |
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