+13,342.5%
UPRO vs GME
+425.8%
+12,916.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +0.1% | +7.2% | -7.2% | -0.7% |
| 30D | -0.9% | +0.8% | -1.7% | -1.0% |
| 3M | +1.9% | -14.0% | +15.9% | +3.3% |
| 6M | +33.1% | -19.7% | +52.8% | +35.7% |
| YTD | +31.8% | -4.6% | +36.4% | +31.9% |
| 1Y | +48.3% | -14.3% | +62.6% | +50.0% |
| 3Y | +221.5% | +4.0% | +217.5% | +181.6% |
| 5Y | +136.7% | -62.2% | +198.9% | +119.7% |
| 10Y | +1,179.2% | +241.4% | +937.8% | +226.7% |
| All | +13,342.5% | +425.8% | +12,916.7% | +1,961.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling