+70.2%
QBTS vs GLDM
+143.3%
-73.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.0% |
| 7D | -2.4% | -0.5% | -1.9% | -2.1% |
| 30D | -22.5% | +4.4% | -26.9% | -23.9% |
| 3M | -40.0% | -1.1% | -39.0% | -39.5% |
| 6M | -12.3% | -13.7% | +1.3% | -7.5% |
| YTD | -36.6% | +2.8% | -39.4% | -34.4% |
| 1Y | +8.4% | +24.8% | -16.4% | +11.1% |
| 3Y | +1,380.4% | +127.8% | +1,252.5% | +1,476.7% |
| All | +70.2% | +143.3% | -73.1% | +86.8% |
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