+72.9%
QBTS vs GGLL
+194.0%
-121.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.6% | -8.0% | -8.4% |
| 7D | +1.1% | +5.1% | -4.0% | -0.7% |
| 30D | -28.1% | -35.5% | +7.4% | -15.0% |
| 3M | -48.1% | -39.2% | -8.9% | -37.5% |
| 6M | -53.6% | -54.4% | +0.8% | -38.6% |
| YTD | -59.9% | -29.8% | -30.1% | -56.9% |
| 1Y | -64.3% | -20.4% | -43.9% | -63.7% |
| 3Y | +1,355.6% | +149.7% | +1,205.8% | +700.3% |
| All | +72.9% | +194.0% | -121.1% | -26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling