+44.2%
QBTS vs GLXY
+15.1%
+29.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.7% | +3.8% | +5.0% |
| 7D | +6.8% | +15.5% | -8.6% | -1.9% |
| 30D | -14.9% | +34.1% | -49.0% | -28.8% |
| 3M | -31.6% | -11.3% | -20.3% | -29.2% |
| 6M | -4.9% | +31.6% | -36.5% | -21.8% |
| YTD | -32.4% | +21.0% | -53.4% | -45.5% |
| 1Y | +14.6% | +11.7% | +2.9% | +2.3% |
| All | +44.2% | +15.1% | +29.1% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling