+1,091.6%
UPRO vs GPC
+93.7%
+997.9%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +2.3% | +4.6% | +4.6% |
| 7D | -0.9% | +0.8% | -1.7% | -1.4% |
| 30D | -11.4% | -1.1% | -10.4% | -11.0% |
| 3M | -10.9% | -6.6% | -4.3% | -5.5% |
| 6M | -0.5% | +22.2% | -22.8% | -23.8% |
| YTD | +19.9% | +5.1% | +14.8% | +3.3% |
| 1Y | +24.2% | +2.8% | +21.4% | +9.2% |
| 3Y | +236.9% | +2.4% | +234.6% | +164.9% |
| 5Y | +96.6% | +7.8% | +88.8% | +50.4% |
| 10Y | +1,091.6% | +87.2% | +1,004.4% | +440.8% |
| All | +1,091.6% | +93.7% | +997.9% | +440.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling