+676.8%
GWW vs UPRO
+1,102.3%
-425.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | +3.7% | +9.7% | -6.0% | +0.8% |
| 30D | +13.6% | -9.8% | +23.4% | +16.5% |
| 3M | +15.4% | -9.1% | +24.5% | +17.8% |
| 6M | +21.8% | +0.9% | +20.9% | +19.7% |
| YTD | +50.0% | +21.9% | +28.2% | +38.4% |
| 1Y | +60.2% | +19.8% | +40.4% | +48.2% |
| 3Y | +94.4% | +227.4% | -133.0% | +25.4% |
| 5Y | +221.8% | +100.1% | +121.7% | +123.6% |
| All | +676.8% | +1,102.3% | -425.5% | +162.0% |
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 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