+226.4%
GDX vs ADBE
-59.7%
+286.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | +0.7% | -4.4% | +5.1% | +0.7% |
| 30D | -3.8% | -0.2% | -3.5% | -3.8% |
| 3M | -5.4% | -9.9% | +4.5% | -5.5% |
| 6M | -12.7% | -3.5% | -9.2% | -12.5% |
| YTD | -0.7% | -32.1% | +31.5% | +0.6% |
| 1Y | +11.9% | -28.7% | +40.6% | +13.2% |
| All | +226.4% | -59.7% | +286.1% | +227.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling