+72.0%
QBTS vs GNRC
-58.7%
+130.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | -0.4% |
| 7D | +1.3% | -0.2% | +1.5% | +1.5% |
| 30D | -19.0% | -15.7% | -3.3% | -13.1% |
| 3M | -29.5% | -27.3% | -2.1% | -20.1% |
| 6M | -11.2% | -12.1% | +0.9% | -6.5% |
| YTD | -35.8% | +37.1% | -72.9% | -43.8% |
| 1Y | +1.7% | -0.5% | +2.2% | +0.3% |
| 3Y | +1,470.1% | +61.5% | +1,408.6% | +1,177.3% |
| All | +72.0% | -58.7% | +130.7% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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