+69.7%
QBTS vs GFS
-2.1%
+71.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -1.0% | +3.2% | -4.2% | -2.5% |
| 30D | -17.6% | -9.6% | -8.1% | -13.5% |
| 3M | -28.3% | -38.5% | +10.1% | -10.7% |
| 6M | -11.2% | -1.3% | -9.9% | -7.9% |
| YTD | -36.3% | +31.8% | -68.1% | -42.1% |
| 1Y | +3.9% | +44.6% | -40.7% | -8.0% |
| 3Y | +1,728.8% | -20.6% | +1,749.4% | +1,809.8% |
| All | +69.7% | -2.1% | +71.7% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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