+74.1%
QBTS vs GPC
+63.5%
+10.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.9% | +9.5% | +7.4% |
| 7D | +6.8% | +0.2% | +6.6% | +6.7% |
| 30D | -14.9% | -0.4% | -14.5% | -14.9% |
| 3M | -31.6% | +39.2% | -70.8% | -39.0% |
| 6M | -4.9% | +18.2% | -23.2% | -11.0% |
| YTD | -32.4% | +12.1% | -44.5% | -35.9% |
| 1Y | +14.6% | -0.7% | +15.3% | +12.3% |
| 3Y | +1,839.6% | -1.7% | +1,841.3% | +1,716.4% |
| 5Y | +81.2% | +29.3% | +51.9% | +70.4% |
| All | +74.1% | +63.5% | +10.6% | +64.6% |
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