+106.7%
UPRO vs GME
-48.9%
+155.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.8% |
| 7D | -3.8% | +1.6% | -5.4% | -3.9% |
| 30D | -8.9% | -6.2% | -2.7% | -8.0% |
| 3M | -7.4% | +35.8% | -43.2% | -11.5% |
| 6M | +1.6% | +10.3% | -8.7% | -0.3% |
| YTD | +23.2% | +27.2% | -4.1% | +18.3% |
| 1Y | +21.2% | +19.1% | +2.1% | +17.4% |
| 3Y | +230.8% | +103.7% | +127.1% | +123.8% |
| 5Y | +106.7% | -50.0% | +156.7% | +75.4% |
| All | +106.7% | -48.9% | +155.6% | +75.4% |
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 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