+419.8%
GPN vs UPRO
+13,044.5%
-12,624.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.4% | +4.7% |
| 7D | -5.6% | +7.4% | -13.1% | -8.4% |
| 30D | +13.6% | -7.9% | +21.5% | +15.9% |
| 3M | -2.8% | -12.0% | +9.2% | +0.7% |
| 6M | +38.1% | -2.0% | +40.0% | +36.3% |
| YTD | +19.9% | +20.4% | -0.5% | +8.5% |
| 1Y | +23.4% | +24.5% | -1.1% | +10.0% |
| 3Y | -12.6% | +224.4% | -237.0% | -49.3% |
| 5Y | -26.6% | +97.6% | -124.2% | -52.3% |
| 10Y | +40.4% | +1,097.3% | -1,056.9% | -60.5% |
| All | +419.8% | +13,044.5% | -12,624.7% | -40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling