-14.4%
QBTS vs GLXY
-40.0%
+25.5%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.8% | -5.9% | -7.1% |
| 7D | +1.1% | -16.2% | +17.2% | +10.5% |
| 30D | -28.1% | -30.6% | +2.5% | -14.4% |
| 3M | -48.1% | -27.7% | -20.4% | -41.2% |
| 6M | -53.6% | -53.3% | -0.2% | -34.1% |
| YTD | -59.9% | -36.9% | -23.0% | -55.4% |
| 1Y | -64.3% | -55.6% | -8.7% | -51.5% |
| All | -14.4% | -40.0% | +25.5% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling