+214.2%
GDX vs AMP
+1,769.8%
-1,555.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | +18.6% | -0.1% | +18.7% | +18.6% |
| 3M | +14.9% | +23.6% | -8.7% | +10.8% |
| 6M | -6.3% | +20.4% | -26.6% | -9.2% |
| YTD | +15.7% | +15.4% | +0.3% | +12.6% |
| 1Y | +54.8% | +11.0% | +43.9% | +51.5% |
| 3Y | +253.4% | +70.5% | +183.0% | +218.4% |
| 5Y | +219.7% | +121.4% | +98.3% | +172.4% |
| 10Y | +300.2% | +575.6% | -275.4% | +159.8% |
| All | +214.2% | +1,769.8% | -1,555.6% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling