take a look at the standard physics degree, and then the aditional math classes you have to take for the math major, the difference in the two are your benefits.
I am a theoretical physics / applied maths major
The aditional classes I take are:
Abstract Algebra( A rigorous introduction to the study of abstract algebraic systems with emphasis on the theory of groups. Equivalence relations, subgroups, homomorphisms, quotients, products, linear groups, permutation groups, and selected advanced topics.)
Intro to Real Analysis( A rigorous treatment of properties and applications of real numbers and real-valued functions of a real variable. Topics include: sequences, limits, the Bolzano-Weierstrass theorem, compactness and the Heine-Borel theorem, connectedness, topology, continuity, uniform continuity, fixed-point theorem, derivatives.)
Intro to Complex Analysis(An introduction to the theory of functions of a complex variable. Topics include analytic functions, contour integrals, Cauchy integral formula, harmonic functions, Liouville's theorem, Laurent series, residues and poles, and conformal mapping. Additional topics may include the Picard theorems, Rouche's theorem, Schwarz-Christoffel transformations, and Riemann surfaces.)
and another 300 level math like Methods of Applied Maths, Number Theory, Combinatorics, Projetive Geometry, Advanced Linear Algebra, Intro to Real Analysis II, Numerical Methods (computational math) or Intro to Topology
I'd say the the main benefit is just your exposure to higher maths. Other students that simply major in physics may not experience the maths of your level until grad school, I think it will be a definite plus to be introduced to things like group theory and topology during your undergrad career if you are planning on grad school for physics.
edit: the physics majors are required 8 hours in elective credit form math science or computer science, so many of the will take an aditional math class or 2, many take chem and bio though also. It depends on the students aspirations