+1,216.8%
QBTS vs GLDM
+99.9%
+1,116.9%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -3.0% | -3.0% |
| 7D | -10.5% | -4.6% | -5.9% | -6.7% |
| 30D | -20.5% | -5.5% | -15.1% | -16.6% |
| 3M | -54.3% | -10.9% | -43.4% | -49.6% |
| 6M | -55.4% | -17.3% | -38.1% | -48.1% |
| YTD | -63.4% | -10.2% | -53.3% | -57.7% |
| 1Y | -59.1% | -6.9% | -52.2% | -53.4% |
| 3Y | +1,216.8% | +98.7% | +1,118.2% | +1,032.5% |
| All | +1,216.8% | +99.9% | +1,116.9% | +1,032.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling