+1,255.4%
QBTS vs GFS
-16.8%
+1,272.2%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.5% | -7.1% | -7.2% |
| 7D | +8.7% | +17.2% | -8.5% | -2.0% |
| 30D | -26.5% | -8.7% | -17.7% | -22.0% |
| 3M | -52.6% | -19.7% | -32.9% | -45.4% |
| 6M | -56.0% | -40.7% | -15.3% | -38.1% |
| YTD | -62.4% | +22.5% | -84.9% | -67.9% |
| 1Y | -62.7% | +25.2% | -87.9% | -68.5% |
| All | +1,255.4% | -16.8% | +1,272.2% | +1,370.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling