-59.1%
QBTS vs GFS
+22.9%
-82.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.7% | -0.1% | -1.0% |
| 7D | -10.5% | +7.4% | -17.9% | -14.8% |
| 30D | -20.5% | -15.3% | -5.3% | -11.2% |
| 3M | -54.3% | -21.1% | -33.2% | -46.8% |
| 6M | -55.4% | -44.5% | -10.9% | -36.4% |
| YTD | -63.4% | +19.2% | -82.7% | -66.5% |
| 1Y | -59.1% | +27.2% | -86.4% | -63.5% |
| All | -59.1% | +22.9% | -82.0% | -63.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling