+99.1%
UPRO vs GRMN
+122.1%
-23.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.2% |
| 7D | -2.9% | +6.3% | -9.2% | -7.7% |
| 30D | -12.4% | +7.6% | -20.0% | -18.2% |
| 3M | -11.9% | -7.5% | -4.4% | -6.4% |
| 6M | -1.7% | +21.2% | -22.9% | -20.8% |
| YTD | +18.5% | +44.0% | -25.5% | -20.2% |
| 1Y | +17.5% | +44.7% | -27.2% | -21.3% |
| 3Y | +218.4% | +160.5% | +57.8% | -10.6% |
| 5Y | +99.1% | +124.6% | -25.5% | -29.6% |
| All | +99.1% | +122.1% | -23.0% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling