+210.5%
UPRO vs GPC
+1.0%
+209.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.4% |
| 7D | -8.7% | +1.6% | -10.3% | -9.2% |
| 30D | -16.9% | -2.1% | -14.8% | -16.4% |
| 3M | -15.3% | -6.8% | -8.5% | -12.9% |
| 6M | -5.7% | +18.6% | -24.3% | -14.7% |
| YTD | +12.1% | +2.7% | +9.4% | +6.3% |
| 1Y | +16.4% | +1.8% | +14.6% | +10.8% |
| 3Y | +210.5% | +1.1% | +209.5% | +171.8% |
| All | +210.5% | +1.0% | +209.6% | +171.8% |
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