+13,342.5%
UPRO vs GAP
+141.6%
+13,200.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.5% |
| 7D | +0.1% | -4.5% | +4.5% | +2.4% |
| 30D | -0.9% | +9.0% | -9.9% | -6.1% |
| 3M | +1.9% | +5.0% | -3.1% | -2.1% |
| 6M | +33.1% | -17.8% | +50.9% | +41.6% |
| YTD | +31.8% | -10.4% | +42.2% | +33.3% |
| 1Y | +48.3% | -3.4% | +51.7% | +42.8% |
| 3Y | +221.5% | +111.5% | +110.0% | +70.4% |
| 5Y | +136.7% | +8.8% | +127.9% | +66.8% |
| 10Y | +1,179.2% | +32.9% | +1,146.3% | +480.1% |
| All | +13,342.5% | +141.6% | +13,200.9% | +3,205.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling