-5.8%
QBTS vs GH
+18.6%
-24.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.3% |
| 7D | -10.5% | +0.6% | -11.0% | -10.5% |
| 30D | -20.5% | -6.9% | -13.6% | -18.5% |
| 3M | -54.3% | -4.9% | -49.3% | -53.6% |
| 6M | -55.4% | +54.1% | -109.5% | -60.7% |
| YTD | -63.4% | +48.5% | -112.0% | -67.5% |
| 1Y | -59.1% | +61.2% | -120.3% | -64.4% |
| 3Y | +1,216.8% | +570.3% | +646.5% | +690.3% |
| 5Y | -2.6% | +46.1% | -48.8% | -37.2% |
| All | -5.8% | +18.6% | -24.4% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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