+65.5%
QBTS vs GPN
-51.7%
+117.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | +1.3% | -4.6% | +5.9% | +3.4% |
| 30D | -19.0% | -0.3% | -18.7% | -19.2% |
| 3M | -29.5% | +35.4% | -64.9% | -40.3% |
| 6M | -11.2% | +21.7% | -32.8% | -20.1% |
| YTD | -35.8% | +14.9% | -50.6% | -41.4% |
| 1Y | +1.7% | +3.2% | -1.5% | -2.3% |
| 3Y | +1,470.1% | -27.1% | +1,497.2% | +1,636.9% |
| 5Y | +72.3% | -44.4% | +116.7% | +86.4% |
| All | +65.5% | -51.7% | +117.2% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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