+486.7%
GS vs UPRO
+1,093.1%
-606.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | -3.2% | -8.7% | +5.5% | +0.2% |
| 30D | -2.4% | -16.9% | +14.5% | +5.0% |
| 3M | -15.7% | -15.3% | -0.5% | -10.1% |
| 6M | -6.8% | -5.7% | -1.1% | -4.9% |
| YTD | -0.1% | +12.1% | -12.1% | -5.3% |
| 1Y | +12.1% | +16.4% | -4.3% | +4.5% |
| 3Y | +185.8% | +210.5% | -24.7% | +73.5% |
| 5Y | +140.1% | +82.4% | +57.7% | +63.7% |
| All | +486.7% | +1,093.1% | -606.4% | +32.8% |
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