+740.0%
QBTS vs GEHC
+2.1%
+737.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +1.3% | -7.2% | +8.5% | +4.5% |
| 30D | -19.0% | -11.6% | -7.4% | -14.7% |
| 3M | -29.5% | -0.8% | -28.6% | -30.5% |
| 6M | -11.2% | -11.9% | +0.8% | -7.5% |
| YTD | -35.8% | -21.9% | -13.8% | -29.3% |
| 1Y | +1.7% | -17.8% | +19.5% | +7.9% |
| 3Y | +1,470.1% | -3.5% | +1,473.6% | +1,319.9% |
| All | +740.0% | +2.1% | +737.9% | +752.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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