+296.0%
GDX vs AMP
+589.3%
-293.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.1% |
| 7D | -2.2% | -0.5% | -1.6% | -2.1% |
| 30D | +6.8% | -1.3% | +8.1% | +6.9% |
| 3M | +24.9% | +24.2% | +0.7% | +22.7% |
| 6M | -4.2% | +24.6% | -28.8% | -6.0% |
| YTD | +13.2% | +14.8% | -1.6% | +11.7% |
| 1Y | +40.2% | +12.8% | +27.4% | +38.5% |
| 3Y | +249.6% | +69.0% | +180.6% | +232.4% |
| 5Y | +230.4% | +124.9% | +105.5% | +207.6% |
| All | +296.0% | +589.3% | -293.3% | +280.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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