+141.0%
GS vs UPRO
+80.0%
+61.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -13.2% | +6.8% | -1.2% |
| 7D | -6.3% | -14.4% | +8.0% | -0.6% |
| 30D | -3.1% | -18.2% | +15.1% | +4.6% |
| 3M | -17.7% | -16.4% | -1.2% | -11.9% |
| 6M | -4.6% | -2.6% | -1.9% | -3.8% |
| YTD | +0.3% | +11.1% | -10.8% | -4.3% |
| 1Y | +11.7% | +11.8% | 0.0% | +6.3% |
| 3Y | +183.6% | +209.9% | -26.3% | +83.4% |
| 5Y | +141.0% | +80.9% | +60.1% | +71.9% |
| All | +141.0% | +80.0% | +61.0% | +71.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling