+136.0%
UPRO vs GME
-62.6%
+198.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.5% |
| 7D | +1.5% | +0.4% | +1.0% | +1.4% |
| 30D | -3.7% | -1.4% | -2.3% | -3.5% |
| 3M | +8.0% | -15.1% | +23.1% | +10.3% |
| 6M | +38.7% | -22.5% | +61.1% | +43.2% |
| YTD | +29.5% | -5.9% | +35.5% | +30.0% |
| 1Y | +46.1% | -18.6% | +64.7% | +49.5% |
| 3Y | +229.1% | +6.7% | +222.4% | +153.5% |
| 5Y | +136.0% | -62.0% | +198.0% | +109.2% |
| All | +136.0% | -62.6% | +198.6% | +109.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling