+65.5%
QBTS vs GFI
+502.3%
-436.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.0% |
| 7D | +1.3% | -4.9% | +6.2% | +1.9% |
| 30D | -19.0% | +10.7% | -29.7% | -19.8% |
| 3M | -29.5% | +25.6% | -55.1% | -31.1% |
| 6M | -11.2% | -8.3% | -2.9% | -11.4% |
| YTD | -35.8% | +6.3% | -42.1% | -35.8% |
| 1Y | +1.7% | +22.1% | -20.4% | +1.7% |
| 3Y | +1,470.1% | +289.2% | +1,180.9% | +1,587.3% |
| 5Y | +72.3% | +531.7% | -459.4% | +81.4% |
| All | +65.5% | +502.3% | -436.7% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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