-65.1%
QBTS vs GGLL
-11.6%
-53.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.5% | -6.4% | -2.2% |
| 7D | -11.8% | -23.1% | +11.3% | -5.0% |
| 30D | -33.6% | -32.9% | -0.7% | -24.5% |
| 3M | -52.5% | -44.9% | -7.6% | -42.1% |
| 6M | -50.4% | -49.5% | -0.9% | -38.7% |
| YTD | -60.3% | -28.9% | -31.4% | -60.3% |
| 1Y | -65.1% | -12.2% | -52.9% | -71.4% |
| All | -65.1% | -11.6% | -53.5% | -71.4% |
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