+712.2%
GS vs UPRO
+12,035.6%
-11,323.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -13.2% | +6.8% | -0.9% |
| 7D | -6.3% | -14.4% | +8.0% | -0.3% |
| 30D | -3.1% | -18.2% | +15.1% | +5.0% |
| 3M | -17.7% | -16.4% | -1.2% | -11.6% |
| 6M | -4.6% | -2.6% | -1.9% | -3.9% |
| YTD | +0.3% | +11.1% | -10.8% | -4.8% |
| 1Y | +11.7% | +11.8% | 0.0% | +5.7% |
| 3Y | +183.6% | +209.9% | -26.3% | +69.4% |
| 5Y | +141.0% | +80.9% | +60.1% | +61.8% |
| 10Y | +507.4% | +1,134.2% | -626.8% | +45.5% |
| All | +712.2% | +12,035.6% | -11,323.4% | -34.6% |
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