-5.8%
QBTS vs GIS
-25.8%
+20.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.4% | -5.2% | -1.6% |
| 7D | -10.5% | -3.4% | -7.1% | -12.0% |
| 30D | -20.5% | +6.9% | -27.4% | -17.3% |
| 3M | -54.3% | -10.1% | -44.1% | -56.0% |
| 6M | -55.4% | +5.9% | -61.3% | -53.0% |
| YTD | -63.4% | -21.1% | -42.3% | -66.4% |
| 1Y | -59.1% | -22.5% | -36.6% | -62.6% |
| 3Y | +1,216.8% | -39.0% | +1,255.8% | +997.2% |
| 5Y | -2.6% | -33.3% | +30.7% | -26.4% |
| All | -5.8% | -25.8% | +20.0% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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