-3.1%
QBTS vs GAP
+22.4%
-25.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.3% | -6.3% | -7.3% |
| 7D | +8.7% | -5.2% | +13.9% | +10.0% |
| 30D | -26.5% | -6.9% | -19.5% | -25.2% |
| 3M | -52.6% | +5.7% | -58.3% | -53.6% |
| 6M | -56.0% | +0.9% | -56.9% | -56.6% |
| YTD | -62.4% | -14.5% | -47.9% | -61.6% |
| 1Y | -62.7% | -12.1% | -50.6% | -62.4% |
| 3Y | +1,266.7% | +72.2% | +1,194.5% | +1,052.3% |
| 5Y | +0.2% | +4.5% | -4.3% | -19.5% |
| All | -3.1% | +22.4% | -25.5% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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