+49.3%
QBTS vs GGLL
+184.7%
-135.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -4.5% | -8.3% | -11.0% |
| 7D | -21.7% | -1.3% | -20.4% | -21.1% |
| 30D | -42.7% | -36.3% | -6.4% | -32.1% |
| 3M | -57.7% | -42.7% | -15.0% | -47.8% |
| 6M | -58.0% | -53.1% | -4.9% | -45.2% |
| YTD | -65.4% | -32.1% | -33.3% | -62.3% |
| 1Y | -70.8% | -20.1% | -50.8% | -70.6% |
| 3Y | +930.8% | +151.7% | +779.0% | +461.7% |
| All | +49.3% | +184.7% | -135.3% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling