+5,221.9%
UPRO vs GWRE
+749.2%
+4,472.7%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.0% | +3.6% | +1.7% |
| 7D | -1.3% | -26.2% | +24.9% | +16.2% |
| 30D | -5.0% | -17.8% | +12.7% | +3.7% |
| 3M | +7.5% | +14.2% | -6.7% | -8.5% |
| 6M | +33.2% | -12.9% | +46.1% | +28.7% |
| YTD | +27.7% | -29.2% | +57.0% | +38.8% |
| 1Y | +43.0% | -44.4% | +87.5% | +83.4% |
| 3Y | +224.4% | +51.1% | +173.4% | +84.3% |
| 5Y | +135.9% | +16.5% | +119.3% | +62.4% |
| 10Y | +1,232.5% | +131.6% | +1,100.9% | +553.6% |
| All | +5,221.9% | +749.2% | +4,472.7% | +1,842.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling