+216.8%
GLDM vs AMP
+321.4%
-104.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -3.0% | -2.6% |
| 7D | +2.9% | +3.3% | -0.5% | +2.9% |
| 30D | -3.9% | +4.2% | -8.1% | -3.9% |
| 3M | -8.1% | -6.4% | -1.7% | -8.2% |
| 6M | -14.7% | +12.4% | -27.1% | -14.6% |
| YTD | -6.6% | +7.4% | -14.0% | -6.6% |
| 1Y | -2.1% | +14.7% | -16.8% | -1.9% |
| 3Y | +107.7% | +60.8% | +46.9% | +107.8% |
| 5Y | +116.5% | +83.4% | +33.1% | +116.7% |
| All | +216.8% | +321.4% | -104.6% | +211.6% |
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