+204.7%
GLDM vs AMP
+320.9%
-116.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.0% | +0.1% |
| 7D | -4.6% | +3.9% | -8.5% | -4.6% |
| 30D | -5.5% | +5.1% | -10.6% | -5.5% |
| 3M | -10.9% | -8.7% | -2.2% | -10.9% |
| 6M | -17.3% | +11.4% | -28.8% | -17.3% |
| YTD | -10.2% | +7.3% | -17.5% | -10.1% |
| 1Y | -6.9% | +14.6% | -21.5% | -6.8% |
| 3Y | +98.7% | +61.2% | +37.4% | +98.8% |
| 5Y | +106.7% | +81.0% | +25.7% | +106.9% |
| All | +204.7% | +320.9% | -116.3% | +199.7% |
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