+224.4%
UPRO vs GPC
+0.2%
+224.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.4% |
| 7D | +7.4% | +0.4% | +7.0% | +7.2% |
| 30D | -7.9% | -6.3% | -1.6% | -5.4% |
| 3M | -12.0% | -8.2% | -3.8% | -9.0% |
| 6M | -2.0% | +27.1% | -29.1% | -14.2% |
| YTD | +20.4% | +3.1% | +17.3% | +14.0% |
| 1Y | +24.5% | +0.1% | +24.4% | +19.9% |
| 3Y | +224.4% | +0.2% | +224.1% | +186.8% |
| All | +224.4% | +0.2% | +224.2% | +186.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling