+326.3%
GDX vs ADBE
+133.5%
+192.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.4% |
| 7D | -6.8% | +1.6% | -8.4% | -6.9% |
| 30D | -2.1% | +1.0% | -3.1% | -2.3% |
| 3M | -7.5% | -10.1% | +2.6% | -6.8% |
| 6M | -15.2% | +3.0% | -18.1% | -15.9% |
| YTD | -4.8% | -30.5% | +25.7% | -2.0% |
| 1Y | +6.7% | -27.1% | +33.9% | +9.3% |
| 3Y | +212.7% | -58.8% | +271.6% | +238.0% |
| 5Y | +151.7% | -63.0% | +214.7% | +164.9% |
| All | +326.3% | +133.5% | +192.8% | +243.3% |
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