+231.7%
GSK vs UPRO
+14,289.1%
-14,057.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | -2.2% | -0.9% | -1.3% | -2.0% |
| 3M | -1.8% | +1.9% | -3.7% | -2.6% |
| 6M | -10.6% | +33.1% | -43.7% | -16.1% |
| YTD | +4.4% | +31.8% | -27.4% | -2.0% |
| 1Y | +30.4% | +48.3% | -17.9% | +19.2% |
| 3Y | +60.1% | +221.5% | -161.4% | +20.0% |
| 5Y | +46.8% | +136.7% | -90.0% | +9.7% |
| 10Y | +79.2% | +1,179.2% | -1,099.9% | -22.7% |
| All | +231.7% | +14,289.1% | -14,057.4% | -29.2% |
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 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