+240.6%
GSK vs UPRO
+12,842.3%
-12,601.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | +5.2% | -2.9% | +8.1% | +5.6% |
| 30D | +10.2% | -12.4% | +22.6% | +12.6% |
| 3M | -0.9% | -11.9% | +11.0% | +1.0% |
| 6M | +3.5% | -1.7% | +5.1% | +2.8% |
| YTD | +7.2% | +18.5% | -11.3% | +2.3% |
| 1Y | +12.0% | +17.5% | -5.5% | +6.9% |
| 3Y | +67.3% | +218.4% | -151.0% | +25.3% |
| 5Y | +45.3% | +99.1% | -53.9% | +12.3% |
| 10Y | +101.8% | +1,071.1% | -969.3% | -11.9% |
| All | +240.6% | +12,842.3% | -12,601.8% | -26.2% |
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