+1,232.5%
UPRO vs GAP
+28.3%
+1,204.2%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.6% | +3.1% | +0.6% |
| 7D | -1.3% | -3.2% | +1.9% | +0.1% |
| 30D | -5.0% | -0.7% | -4.3% | -5.5% |
| 3M | +7.5% | -0.5% | +8.0% | +6.3% |
| 6M | +33.2% | -5.0% | +38.2% | +32.4% |
| YTD | +27.7% | -14.7% | +42.4% | +32.1% |
| 1Y | +43.0% | -8.6% | +51.7% | +42.1% |
| 3Y | +224.4% | +108.4% | +116.1% | +87.2% |
| 5Y | +135.9% | +5.8% | +130.1% | +76.2% |
| 10Y | +1,232.5% | +29.6% | +1,202.9% | +611.5% |
| All | +1,232.5% | +28.3% | +1,204.2% | +611.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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