+68.7%
QBTS vs GPN
-52.4%
+121.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.7% | -0.4% | -1.9% |
| 7D | +3.8% | -6.2% | +10.1% | +6.8% |
| 30D | -15.2% | +1.0% | -16.2% | -15.9% |
| 3M | -27.2% | +36.9% | -64.1% | -38.8% |
| 6M | -10.1% | +16.8% | -26.9% | -17.5% |
| YTD | -34.5% | +13.2% | -47.8% | -39.8% |
| 1Y | +6.0% | +1.4% | +4.6% | +2.7% |
| 3Y | +1,779.3% | -28.6% | +1,807.9% | +1,997.8% |
| 5Y | +75.4% | -47.0% | +122.4% | +91.4% |
| All | +68.7% | -52.4% | +121.0% | +85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling