+13.0%
QBTS vs GPC
+53.3%
-40.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.3% | +5.1% | +6.8% |
| 7D | +13.7% | +0.8% | +12.8% | +13.5% |
| 30D | -21.3% | -1.1% | -20.2% | -21.2% |
| 3M | -44.7% | -6.6% | -38.1% | -43.9% |
| 6M | -49.2% | +22.2% | -71.4% | -53.0% |
| YTD | -56.1% | +5.1% | -61.2% | -57.7% |
| 1Y | -61.1% | +2.8% | -63.9% | -62.4% |
| 3Y | +1,511.0% | +2.4% | +1,508.6% | +1,445.6% |
| 5Y | +16.6% | +7.8% | +8.8% | +11.8% |
| All | +13.0% | +53.3% | -40.2% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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