+229.1%
UPRO vs GME
+4.1%
+225.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.6% |
| 7D | +1.5% | +0.4% | +1.0% | +1.4% |
| 30D | -3.7% | -1.4% | -2.3% | -3.6% |
| 3M | +8.0% | -15.1% | +23.1% | +9.1% |
| 6M | +38.7% | -22.5% | +61.1% | +41.0% |
| YTD | +29.5% | -5.9% | +35.5% | +29.9% |
| 1Y | +46.1% | -18.6% | +64.7% | +47.9% |
| 3Y | +229.1% | +6.7% | +222.4% | +224.4% |
| All | +229.1% | +4.1% | +225.0% | +224.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling