+63.3%
QBTS vs GLDM
+139.8%
-76.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.8% |
| 3M | -40.0% | -1.1% | -39.0% | -39.6% |
| 6M | -12.3% | -13.7% | +1.3% | -7.8% |
| YTD | -36.6% | +2.8% | -39.4% | -34.6% |
| 1Y | +8.4% | +24.8% | -16.4% | +10.4% |
| 3Y | +1,380.4% | +127.8% | +1,252.5% | +1,428.9% |
| 5Y | +69.7% | +141.1% | -71.4% | +78.2% |
| All | +63.3% | +139.8% | -76.5% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling