+1,264.0%
QBTS vs GPC
+1.0%
+1,263.0%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -1.3% | +19.3% | +18.6% |
| 7D | +0.3% | +1.6% | -1.3% | -0.5% |
| 30D | -29.8% | -2.1% | -27.7% | -29.5% |
| 3M | -45.0% | -6.8% | -38.2% | -43.5% |
| 6M | -55.2% | +18.6% | -73.8% | -60.5% |
| YTD | -59.2% | +2.7% | -61.8% | -61.6% |
| 1Y | -62.4% | +1.8% | -64.2% | -64.7% |
| 3Y | +1,264.0% | +1.1% | +1,262.9% | +947.7% |
| All | +1,264.0% | +1.0% | +1,263.0% | +947.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling