+11.0%
GS vs UPRO
+19.0%
-7.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.8% |
| 7D | +5.1% | +9.7% | -4.5% | -0.2% |
| 30D | +2.4% | -9.8% | +12.2% | +8.0% |
| 3M | -11.5% | -9.1% | -2.4% | -7.2% |
| 6M | -2.5% | +0.9% | -3.4% | -4.1% |
| YTD | +5.5% | +21.9% | -16.4% | -6.2% |
| 1Y | +11.0% | +19.8% | -8.8% | -0.2% |
| All | +11.0% | +19.0% | -7.9% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling