+2,279.0%
GWW vs UPRO
+13,044.5%
-10,765.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | +3.6% | +7.4% | -3.9% | +1.2% |
| 30D | +12.1% | -7.9% | +20.0% | +14.4% |
| 3M | +12.9% | -12.0% | +24.9% | +16.6% |
| 6M | +19.3% | -2.0% | +21.3% | +18.2% |
| YTD | +48.7% | +20.4% | +28.3% | +37.4% |
| 1Y | +60.5% | +24.5% | +36.0% | +46.5% |
| 3Y | +93.3% | +224.4% | -131.1% | +23.8% |
| 5Y | +219.0% | +97.6% | +121.3% | +119.9% |
| 10Y | +659.0% | +1,097.3% | -438.4% | +141.8% |
| All | +2,279.0% | +13,044.5% | -10,765.5% | +201.6% |
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