+296.0%
GDX vs ADBE
+154.3%
+141.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +1.0% |
| 7D | -2.2% | -5.4% | +3.2% | -1.7% |
| 30D | +6.8% | -2.5% | +9.3% | +7.0% |
| 3M | +24.9% | +15.3% | +9.7% | +22.8% |
| 6M | -4.2% | -7.8% | +3.6% | -3.8% |
| YTD | +13.2% | -27.9% | +41.1% | +16.6% |
| 1Y | +40.2% | -28.0% | +68.2% | +44.2% |
| 3Y | +249.6% | -55.3% | +304.9% | +275.9% |
| 5Y | +230.4% | -61.7% | +292.1% | +249.1% |
| All | +296.0% | +154.3% | +141.7% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADBE.
Daily Out/Under-Performance
Portfolio return minus ADBE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADBE 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 ADBE 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