+8.5%
QBTS vs GLDM
+121.8%
-113.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -0.8% | +18.8% | +18.4% |
| 7D | +0.3% | +4.7% | -4.4% | -2.5% |
| 30D | -29.8% | -0.9% | -29.0% | -29.5% |
| 3M | -45.0% | -4.3% | -40.7% | -43.4% |
| 6M | -55.2% | -13.4% | -41.8% | -51.8% |
| YTD | -59.2% | -5.8% | -53.3% | -55.7% |
| 1Y | -62.4% | +2.1% | -64.4% | -59.6% |
| 3Y | +1,264.0% | +105.0% | +1,159.0% | +1,419.5% |
| All | +8.5% | +121.8% | -113.2% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling