+225.3%
GLDM vs AMP
+318.6%
-93.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +1.9% |
| 7D | +5.0% | +2.8% | +2.2% | +5.0% |
| 30D | -1.3% | +3.6% | -4.9% | -1.3% |
| 3M | -4.7% | -6.1% | +1.4% | -4.7% |
| 6M | -12.4% | +11.7% | -24.1% | -12.3% |
| YTD | -4.1% | +6.7% | -10.8% | -4.0% |
| 1Y | +3.3% | +13.8% | -10.5% | +3.4% |
| 3Y | +110.9% | +61.9% | +49.0% | +111.1% |
| 5Y | +124.8% | +82.0% | +42.8% | +125.0% |
| All | +225.3% | +318.6% | -93.2% | +220.0% |
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 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