+139.2%
UPRO vs GPC
+30.9%
+108.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -2.1% |
| 7D | +0.1% | +1.2% | -1.1% | -0.9% |
| 30D | -0.9% | +6.0% | -6.9% | -5.3% |
| 3M | +1.9% | +42.6% | -40.7% | -25.5% |
| 6M | +33.1% | +22.8% | +10.4% | +9.8% |
| YTD | +31.8% | +15.5% | +16.3% | +10.6% |
| 1Y | +48.3% | +2.0% | +46.2% | +39.0% |
| 3Y | +221.5% | -1.4% | +222.9% | +187.6% |
| All | +139.2% | +30.9% | +108.3% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling