+4.9%
QBTS vs GAP
+24.1%
-19.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.1% |
| 7D | +2.6% | -9.3% | +11.9% | +5.1% |
| 30D | -22.5% | -5.5% | -17.0% | -21.5% |
| 3M | -47.4% | +3.5% | -50.8% | -48.2% |
| 6M | -55.7% | +0.7% | -56.4% | -56.3% |
| YTD | -59.3% | -13.4% | -45.9% | -58.6% |
| 1Y | -63.3% | -7.7% | -55.6% | -63.5% |
| 3Y | +1,379.2% | +74.4% | +1,304.7% | +1,142.8% |
| 5Y | +8.3% | +5.3% | +3.0% | -13.2% |
| All | +4.9% | +24.1% | -19.1% | -17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling