+8.4%
QBTS vs GGLL
+80.0%
-71.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.4% |
| 7D | -2.4% | -4.8% | +2.4% | -0.3% |
| 30D | -22.5% | -13.7% | -8.8% | -17.4% |
| 3M | -40.0% | -21.9% | -18.2% | -33.9% |
| 6M | -12.3% | +11.7% | -24.0% | -24.3% |
| YTD | -36.6% | +2.3% | -38.9% | -44.1% |
| 1Y | +8.4% | +76.2% | -67.7% | -40.2% |
| All | +8.4% | +80.0% | -71.5% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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