-10.8%
QBTS vs GLDM
+121.6%
-132.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +0.8% | -13.7% | -13.2% |
| 7D | -21.7% | +1.9% | -23.6% | -22.5% |
| 30D | -42.7% | -1.7% | -41.0% | -42.1% |
| 3M | -57.7% | -3.5% | -54.2% | -56.7% |
| 6M | -58.0% | -10.1% | -47.9% | -55.6% |
| YTD | -65.4% | -5.0% | -60.3% | -62.9% |
| 1Y | -70.8% | +2.8% | -73.6% | -69.0% |
| 3Y | +930.8% | +105.1% | +825.6% | +1,001.7% |
| 5Y | -7.8% | +124.3% | -132.1% | +0.6% |
| All | -10.8% | +121.6% | -132.4% | -2.6% |
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