+219.4%
GLDM vs AMP
+305.0%
-85.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | +4.7% | +2.2% | +2.5% | +4.7% |
| 30D | -0.9% | +2.2% | -3.1% | -0.9% |
| 3M | -4.3% | -10.4% | +6.1% | -4.4% |
| 6M | -13.4% | +5.8% | -19.2% | -13.4% |
| YTD | -5.8% | +3.3% | -9.1% | -5.8% |
| 1Y | +2.1% | +11.1% | -9.0% | +2.2% |
| 3Y | +105.0% | +56.0% | +49.0% | +105.2% |
| 5Y | +122.5% | +76.1% | +46.4% | +122.7% |
| All | +219.4% | +305.0% | -85.6% | +214.2% |
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