+1,329.3%
QBTS vs GGLL
+245.5%
+1,083.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.5% |
| 7D | -2.4% | -4.8% | +2.4% | -0.5% |
| 30D | -22.5% | -13.7% | -8.8% | -18.0% |
| 3M | -40.0% | -21.9% | -18.2% | -35.0% |
| 6M | -12.3% | +11.7% | -24.0% | -19.3% |
| YTD | -36.6% | +2.3% | -38.9% | -40.4% |
| 1Y | +8.4% | +76.2% | -67.7% | -18.0% |
| All | +1,329.3% | +245.5% | +1,083.8% | +650.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling