+212.3%
UPRO vs GFI
+292.6%
-80.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.0% | -1.3% |
| 7D | -6.0% | -5.1% | -0.9% | -5.1% |
| 30D | -5.8% | +13.4% | -19.2% | -7.9% |
| 3M | +10.8% | +36.2% | -25.4% | +4.6% |
| 6M | +31.6% | -9.8% | +41.4% | +31.6% |
| YTD | +25.4% | +7.7% | +17.7% | +22.3% |
| 1Y | +39.2% | +27.2% | +12.1% | +32.7% |
| All | +212.3% | +292.6% | -80.3% | +150.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling