+81.9%
GSK vs UPRO
+1,162.5%
-1,080.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.4% |
| 7D | -3.6% | -1.3% | -2.3% | -3.4% |
| 30D | -5.9% | -5.0% | -0.9% | -5.2% |
| 3M | -4.3% | +7.5% | -11.7% | -5.7% |
| 6M | -10.8% | +33.2% | -44.0% | -15.4% |
| YTD | +1.8% | +27.7% | -25.9% | -3.0% |
| 1Y | +23.5% | +43.0% | -19.6% | +15.2% |
| 3Y | +49.5% | +224.4% | -174.9% | +17.0% |
| 5Y | +49.7% | +135.9% | -86.2% | +17.3% |
| 10Y | +81.9% | +1,232.5% | -1,150.6% | -14.2% |
| All | +81.9% | +1,162.5% | -1,080.6% | -14.2% |
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 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