-2.9%
QBTS vs GDXJ
+123.6%
-126.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | -10.5% | -8.1% | -2.4% | -7.2% |
| 30D | -20.5% | -5.5% | -15.1% | -18.5% |
| 3M | -54.3% | -14.6% | -39.7% | -51.3% |
| 6M | -55.4% | -23.2% | -32.2% | -50.9% |
| YTD | -63.4% | -13.0% | -50.5% | -60.9% |
| 1Y | -59.1% | +2.8% | -61.9% | -57.8% |
| 3Y | +1,216.8% | +221.5% | +995.3% | +1,088.9% |
| All | -2.9% | +123.6% | -126.5% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling