+68.7%
QBTS vs GFI
+528.0%
-459.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.1% |
| 7D | +3.8% | +4.7% | -0.9% | +3.3% |
| 30D | -15.2% | +14.4% | -29.6% | -16.4% |
| 3M | -27.2% | +32.5% | -59.7% | -29.3% |
| 6M | -10.1% | -7.2% | -2.9% | -10.6% |
| YTD | -34.5% | +10.9% | -45.4% | -34.9% |
| 1Y | +6.0% | +35.5% | -29.5% | +5.8% |
| 3Y | +1,779.3% | +312.1% | +1,467.1% | +1,911.6% |
| 5Y | +75.4% | +524.6% | -449.2% | +84.0% |
| All | +68.7% | +528.0% | -459.4% | +77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling