+74.3%
QBTS vs GFS
-2.1%
+76.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -4.0% |
| 7D | +3.8% | +4.5% | -0.7% | +1.6% |
| 30D | -15.2% | -8.2% | -7.0% | -11.6% |
| 3M | -27.2% | -38.9% | +11.6% | -9.0% |
| 6M | -10.1% | -2.9% | -7.2% | -6.2% |
| YTD | -34.5% | +31.8% | -66.3% | -40.5% |
| 1Y | +6.0% | +43.1% | -37.1% | -5.8% |
| 3Y | +1,779.3% | -20.6% | +1,799.9% | +1,862.7% |
| All | +74.3% | -2.1% | +76.5% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling