+141.2%
UPRO vs GWRE
+15.1%
+126.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.1% |
| 7D | -2.5% | -13.2% | +10.7% | +4.4% |
| 30D | -4.2% | -18.6% | +14.4% | +3.4% |
| 3M | +8.1% | +18.9% | -10.8% | -8.2% |
| 6M | +35.2% | -11.0% | +46.2% | +30.8% |
| YTD | +28.4% | -29.9% | +58.3% | +43.5% |
| 1Y | +39.3% | -44.3% | +83.6% | +82.9% |
| 3Y | +219.9% | +51.7% | +168.2% | +62.1% |
| All | +141.2% | +15.1% | +126.1% | +63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling