-65.1%
QBTS vs GLDM
+2.8%
-67.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -4.0% |
| 7D | -11.8% | -0.3% | -11.5% | -11.5% |
| 30D | -33.6% | -1.9% | -31.8% | -32.0% |
| 3M | -52.5% | -0.4% | -52.1% | -52.2% |
| 6M | -50.4% | -10.1% | -40.3% | -43.5% |
| YTD | -60.3% | -5.8% | -54.5% | -54.6% |
| 1Y | -65.1% | +3.1% | -68.2% | -65.8% |
| All | -65.1% | +2.8% | -67.9% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 1y: compounded portfolio wealth divided by compounded GLDM 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…
1y analysis · Full analysis span regression · 6 months rolling