+248.5%
GLDM vs AMP
+352.7%
-104.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | -0.5% | +0.2% | -0.8% | -0.5% |
| 30D | +4.4% | -0.1% | +4.5% | +4.4% |
| 3M | -1.1% | +23.6% | -24.6% | -0.9% |
| 6M | -13.7% | +20.4% | -34.0% | -13.6% |
| YTD | +2.8% | +15.4% | -12.7% | +2.8% |
| 1Y | +24.8% | +11.0% | +13.9% | +24.9% |
| 3Y | +127.8% | +70.5% | +57.3% | +128.0% |
| 5Y | +141.1% | +121.4% | +19.8% | +141.7% |
| All | +248.5% | +352.7% | -104.3% | +242.9% |
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