+81.2%
QBTS vs GAP
+9.4%
+71.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.2% | +6.8% | +6.6% |
| 7D | +6.8% | +1.7% | +5.1% | +6.3% |
| 30D | -14.9% | +9.3% | -24.2% | -17.6% |
| 3M | -31.6% | +6.1% | -37.7% | -33.4% |
| 6M | -4.9% | -2.3% | -2.7% | -5.6% |
| YTD | -32.4% | -10.6% | -21.8% | -31.7% |
| 1Y | +14.6% | -4.4% | +19.0% | +12.7% |
| 3Y | +1,839.6% | +118.3% | +1,721.3% | +1,389.9% |
| 5Y | +81.2% | +12.2% | +69.0% | +37.2% |
| All | +81.2% | +9.4% | +71.8% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling