+219.9%
UPRO vs GWRE
+50.1%
+169.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.3% |
| 7D | -2.5% | -13.2% | +10.7% | +1.4% |
| 30D | -4.2% | -18.6% | +14.4% | +0.2% |
| 3M | +8.1% | +18.9% | -10.8% | -1.7% |
| 6M | +35.2% | -11.0% | +46.2% | +34.7% |
| YTD | +28.4% | -29.9% | +58.3% | +41.9% |
| 1Y | +39.3% | -44.3% | +83.6% | +72.5% |
| 3Y | +219.9% | +51.7% | +168.2% | +98.1% |
| All | +219.9% | +50.1% | +169.8% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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