+1,457.0%
QBTS vs GDXJ
+281.5%
+1,175.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.0% | +1.3% | -0.4% |
| 7D | -1.0% | -6.2% | +5.3% | +2.7% |
| 30D | -17.6% | +4.6% | -22.3% | -20.1% |
| 3M | -28.3% | +31.3% | -59.6% | -39.2% |
| 6M | -11.2% | -10.7% | -0.5% | -6.9% |
| YTD | -36.3% | +9.1% | -45.4% | -39.5% |
| 1Y | +3.9% | +44.1% | -40.3% | -13.4% |
| All | +1,457.0% | +281.5% | +1,175.5% | +827.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 3y: compounded portfolio wealth divided by compounded GDXJ 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…
3y analysis · Full analysis span regression · 6 months rolling