+1,232.5%
UPRO vs GRMN
+628.0%
+604.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | 0.0% |
| 7D | -1.3% | -1.4% | +0.1% | +0.3% |
| 30D | -5.0% | -13.1% | +8.1% | +11.0% |
| 3M | +7.5% | +14.9% | -7.4% | -13.0% |
| 6M | +33.2% | +13.1% | +20.1% | +9.6% |
| YTD | +27.7% | +35.3% | -7.6% | -16.8% |
| 1Y | +43.0% | +16.0% | +27.0% | +10.1% |
| 3Y | +224.4% | +179.6% | +44.8% | -36.5% |
| 5Y | +135.9% | +75.0% | +60.8% | -3.6% |
| 10Y | +1,232.5% | +644.1% | +588.4% | +13.0% |
| All | +1,232.5% | +628.0% | +604.5% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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