+4.9%
QBTS vs GLDM
+115.4%
-110.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.2% |
| 7D | +2.6% | -2.0% | +4.6% | +3.7% |
| 30D | -22.5% | -4.4% | -18.1% | -20.5% |
| 3M | -47.4% | -8.8% | -38.5% | -44.6% |
| 6M | -55.7% | -15.9% | -39.8% | -51.9% |
| YTD | -59.3% | -7.7% | -51.6% | -55.6% |
| 1Y | -63.3% | -3.6% | -59.7% | -60.2% |
| 3Y | +1,379.2% | +105.2% | +1,273.9% | +1,515.2% |
| 5Y | +8.3% | +112.8% | -104.4% | +20.4% |
| All | +4.9% | +115.4% | -110.5% | +16.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling