Augmented Dickey-Fuller test for GPU computing

I am new to matlab and I tried to re-program the following code to run fast on a GPU. Technically the codes runs on a GPU but it is app. 100x slower than the Augmented Dickey-Fuller test given in the matlab Toolbox (the Toolbox code only runs on a CPU, the 100x is assuming that both Hardware powers are equal).

Question: Is there a specific trick which I am not Aware of to make the code faster?

if true
  % code

    dx =   randn(100000,2);
    a = cumsum(dx);

    y = a(:,1);
    x = a(:,2);
    p = 0
    l = 0

    y = gpuArray(double(y));
    x = gpuArray(double(x));
    tic;   
    for lp = 1:1000 % Loop 1000 times to test Speed of calcullation
      % error checking
      if (p < -1);
        error('p cannot be < -1 in cadf');
      end;
      nobs    = rows(x);
      if (nobs - (2*l) + 1 < 1);
        error('nlags is too large in cadf; negative degrees of freedom');
      end;

      classUnderlying(x);
      classUnderlying(y);
      y       = detrend(y,p);
      x       = detrend(x,p);

      b = inv(x'*x)*x'*y;
      r = y - x*b;     
      %gpuArray(r)
      dep     = tdiff(r,1);
      dep = trimr(dep,1,0);
      k       = 0;
      z       = trimr(lag(r,1),1,0) ;
      k = k + 1 ;
      while (k <= l)
        z = [z lag(dep,k)];
        k = k + 1 ;
      end;         
      z       = trimr(z,l,0) ;
      dep     = trimr(dep,l,0) ;

      beta    = detrend(z,0)\detrend(dep,0) ;
      % res     = dep - z*beta ;
      % BUG fix suggested by 
      % Nick Firoozye
      % Sanford C. Bernstein, Inc
      % 767 Fifth Avenue, #21-49
      % New York, NY 10153
      res = detrend(dep,0)- detrend(z,0)*beta; 
      so      = (res'*res)/(rows(dep)-cols(z));
      var_cov = so*inv(z'*z) ;     
      %     results.alpha = beta(1,1);
      results.adf = beta(1,1)/sqrt(var_cov(1,1));
      results.crit = rztcrit(nobs,cols(x),p);
      results.nlag = l;
      results.nvar = cols(x);
      %     results.meth = 'cadf';
      results.final = (results.crit(1) > results.adf)
    end
    toc
    % References: Said and Dickey (1984) 'Testing for Unit Roots in
    % Autoregressive Moving Average Models of Unknown Order', 
    % Biometrika, Volume 71, pp. 599-607.

    % written by:
    % James P. LeSage, Dept of Economics
    % University of Toledo
  end