+1,232.5%
UPRO vs GME
+255.4%
+977.1%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.3% | -6.7% | -1.8% |
| 7D | -1.3% | +4.8% | -6.2% | -1.7% |
| 30D | -5.0% | +5.9% | -10.9% | -5.5% |
| 3M | +7.5% | -10.7% | +18.2% | +8.3% |
| 6M | +33.2% | -19.8% | +53.0% | +35.2% |
| YTD | +27.7% | -0.9% | +28.7% | +27.5% |
| 1Y | +43.0% | -15.7% | +58.7% | +44.4% |
| 3Y | +224.4% | +12.3% | +212.1% | +194.6% |
| 5Y | +135.9% | -60.1% | +195.9% | +122.4% |
| 10Y | +1,232.5% | +265.3% | +967.2% | +385.4% |
| All | +1,232.5% | +255.4% | +977.1% | +385.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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