+0.2%
QBTS vs GLDM
+107.5%
-107.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.8% | -4.8% | -6.0% |
| 7D | +8.7% | -5.5% | +14.2% | +12.4% |
| 30D | -26.5% | -7.0% | -19.5% | -23.2% |
| 3M | -52.6% | -12.3% | -40.3% | -48.8% |
| 6M | -56.0% | -17.9% | -38.1% | -51.1% |
| YTD | -62.4% | -10.3% | -52.1% | -57.9% |
| 1Y | -62.7% | -7.8% | -55.0% | -58.5% |
| 3Y | +1,266.7% | +99.5% | +1,167.2% | +1,478.8% |
| 5Y | +0.2% | +106.5% | -106.3% | +19.5% |
| All | +0.2% | +107.5% | -107.3% | +19.5% |
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 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