+224.0%
GWW vs UPRO
+136.1%
+87.8%
-24.5%
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% | -2.2% |
| 7D | -1.5% | +1.5% | -3.0% | -1.9% |
| 30D | +1.1% | -3.7% | +4.8% | +2.0% |
| 3M | -1.0% | +8.0% | -9.0% | -3.4% |
| 6M | +16.3% | +38.7% | -22.3% | +5.6% |
| YTD | +28.5% | +29.5% | -1.0% | +18.6% |
| 1Y | +30.3% | +46.1% | -15.8% | +16.0% |
| 3Y | +91.6% | +229.1% | -137.5% | +31.6% |
| 5Y | +224.0% | +136.0% | +88.0% | +125.5% |
| All | +224.0% | +136.1% | +87.8% | +125.5% |
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