+204.8%
GDX vs QBTS
+61.8%
+143.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.2% |
| 7D | -0.4% | -2.4% | +2.0% | -0.3% |
| 30D | +18.6% | -22.5% | +41.1% | +19.5% |
| 3M | +14.9% | -40.0% | +54.9% | +16.2% |
| 6M | -6.3% | -12.3% | +6.1% | -6.2% |
| YTD | +15.7% | -36.6% | +52.3% | +16.3% |
| 1Y | +54.8% | +8.4% | +46.4% | +54.4% |
| 3Y | +253.4% | +1,380.4% | -1,126.9% | +243.4% |
| 5Y | +219.7% | +69.7% | +150.0% | +205.8% |
| All | +204.8% | +61.8% | +143.1% | +201.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 QBTS 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