+46.7%
GSK vs UPRO
+136.1%
-89.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.5% |
| 7D | -4.2% | +1.5% | -5.6% | -4.3% |
| 30D | -7.5% | -3.7% | -3.8% | -7.2% |
| 3M | -3.3% | +8.0% | -11.3% | -4.3% |
| 6M | -9.3% | +38.7% | -48.0% | -13.0% |
| YTD | +1.6% | +29.5% | -28.0% | -1.9% |
| 1Y | +25.5% | +46.1% | -20.6% | +19.4% |
| 3Y | +49.3% | +229.1% | -179.8% | +25.7% |
| 5Y | +46.7% | +136.0% | -89.3% | +21.7% |
| All | +46.7% | +136.1% | -89.5% | +21.7% |
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