+1,264.0%
QBTS vs GLDM
+104.2%
+1,159.8%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -0.8% | +18.8% | +18.6% |
| 7D | +0.3% | +4.7% | -4.4% | -3.7% |
| 30D | -29.8% | -0.9% | -29.0% | -29.3% |
| 3M | -45.0% | -4.3% | -40.7% | -42.9% |
| 6M | -55.2% | -13.4% | -41.8% | -50.0% |
| YTD | -59.2% | -5.8% | -53.3% | -54.7% |
| 1Y | -62.4% | +2.1% | -64.4% | -59.4% |
| 3Y | +1,264.0% | +105.0% | +1,159.0% | +1,151.7% |
| All | +1,264.0% | +104.2% | +1,159.8% | +1,151.7% |
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