+47.7%
GSK vs UPRO
+94.1%
-46.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.0% | -4.6% | +1.7% |
| 7D | +4.9% | -0.9% | +5.8% | +4.9% |
| 30D | +10.8% | -11.4% | +22.3% | +12.1% |
| 3M | -1.8% | -10.9% | +9.1% | -0.8% |
| 6M | +4.1% | -0.5% | +4.7% | +3.6% |
| YTD | +7.9% | +19.9% | -12.0% | +4.8% |
| 1Y | +14.4% | +24.2% | -9.8% | +10.7% |
| 3Y | +68.1% | +236.9% | -168.8% | +40.9% |
| 5Y | +47.7% | +96.6% | -48.9% | +25.0% |
| All | +47.7% | +94.1% | -46.4% | +25.0% |
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