+870.8%
GS vs UPRO
+14,289.1%
-13,418.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | +0.9% | +0.1% | +0.9% | +0.9% |
| 30D | -1.6% | -0.9% | -0.7% | -1.2% |
| 3M | -4.5% | +1.9% | -6.4% | -5.5% |
| 6M | +20.9% | +33.1% | -12.2% | +6.9% |
| YTD | +19.9% | +31.8% | -11.9% | +6.4% |
| 1Y | +41.4% | +48.3% | -6.9% | +19.1% |
| 3Y | +239.2% | +221.5% | +17.7% | +99.2% |
| 5Y | +185.0% | +136.7% | +48.3% | +71.1% |
| 10Y | +655.0% | +1,179.2% | -524.2% | +78.6% |
| All | +870.8% | +14,289.1% | -13,418.3% | -26.9% |
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 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