+458.9%
GS vs UPRO
+1,130.0%
-671.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.9% | -2.1% | +0.2% |
| 7D | -0.1% | -3.8% | +3.6% | +1.2% |
| 30D | +3.7% | -8.9% | +12.5% | +7.4% |
| 3M | -10.0% | -7.4% | -2.5% | -7.4% |
| 6M | -1.0% | +1.6% | -2.5% | -2.1% |
| YTD | +7.0% | +23.2% | -16.2% | -2.4% |
| 1Y | +16.6% | +21.2% | -4.6% | +6.9% |
| 3Y | +204.4% | +230.8% | -26.4% | +80.2% |
| 5Y | +160.0% | +106.7% | +53.4% | +68.5% |
| 10Y | +458.9% | +1,125.0% | -666.1% | +32.5% |
| All | +458.9% | +1,130.0% | -671.2% | +32.5% |
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 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