+228.4%
UPRO vs GME
+105.0%
+123.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +9.7% | +6.0% | +3.7% | +9.2% |
| 30D | -9.8% | -5.9% | -3.9% | -9.4% |
| 3M | -9.1% | +38.2% | -47.3% | -11.1% |
| 6M | +0.9% | +14.5% | -13.6% | -0.2% |
| YTD | +21.9% | +27.6% | -5.7% | +19.7% |
| 1Y | +19.8% | +19.9% | -0.2% | +18.0% |
| All | +228.4% | +105.0% | +123.5% | +202.3% |
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