+12,179.8%
UPRO vs GME
+609.3%
+11,570.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | +7.4% | +2.9% | +4.5% | +7.1% |
| 30D | -7.9% | -4.8% | -3.1% | -7.4% |
| 3M | -12.0% | +39.2% | -51.2% | -15.0% |
| 6M | -2.0% | +17.1% | -19.0% | -3.8% |
| YTD | +20.4% | +28.7% | -8.3% | +16.8% |
| 1Y | +24.5% | +23.3% | +1.2% | +21.3% |
| 3Y | +224.4% | +112.9% | +111.4% | +163.6% |
| 5Y | +97.6% | -48.8% | +146.5% | +77.8% |
| 10Y | +1,097.3% | +478.2% | +619.2% | +166.8% |
| All | +12,179.8% | +609.3% | +11,570.5% | +1,724.7% |
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