+1,839.6%
QBTS vs GEHC
+1.8%
+1,837.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.0% | +9.6% | +7.9% |
| 7D | +6.8% | -5.2% | +12.0% | +9.3% |
| 30D | -14.9% | -7.0% | -7.9% | -12.1% |
| 3M | -31.6% | +3.3% | -34.9% | -34.0% |
| 6M | -4.9% | -10.0% | +5.0% | -1.4% |
| YTD | -32.4% | -18.5% | -14.0% | -26.3% |
| 1Y | +14.6% | -14.4% | +29.0% | +20.1% |
| 3Y | +1,839.6% | +3.4% | +1,836.2% | +1,160.8% |
| All | +1,839.6% | +1.8% | +1,837.8% | +1,160.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling