+12,463.5%
UPRO vs GME
+601.1%
+11,862.4%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.9% |
| 7D | -3.8% | +1.6% | -5.4% | -3.9% |
| 30D | -8.9% | -6.2% | -2.7% | -8.2% |
| 3M | -7.4% | +35.8% | -43.2% | -10.4% |
| 6M | +1.6% | +10.3% | -8.7% | +0.2% |
| YTD | +23.2% | +27.2% | -4.1% | +19.6% |
| 1Y | +21.2% | +19.1% | +2.1% | +18.5% |
| 3Y | +230.8% | +103.7% | +127.1% | +170.1% |
| 5Y | +106.7% | -50.0% | +156.7% | +86.4% |
| 10Y | +1,125.0% | +471.4% | +653.6% | +173.3% |
| All | +12,463.5% | +601.1% | +11,862.4% | +1,769.1% |
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