+12,927.4%
UPRO vs GFI
+532.3%
+12,395.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -1.3% | +4.7% | -6.0% | -1.9% |
| 30D | -5.0% | +14.4% | -19.5% | -6.8% |
| 3M | +7.5% | +32.5% | -25.0% | +3.2% |
| 6M | +33.2% | -7.2% | +40.4% | +33.6% |
| YTD | +27.7% | +10.9% | +16.9% | +24.6% |
| 1Y | +43.0% | +35.5% | +7.6% | +35.5% |
| 3Y | +224.4% | +312.1% | -87.7% | +160.0% |
| 5Y | +135.9% | +524.6% | -388.7% | +74.9% |
| 10Y | +1,232.5% | +1,092.7% | +139.8% | +779.2% |
| All | +12,927.4% | +532.3% | +12,395.1% | +9,994.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling