-5.8%
QBTS vs GRMN
+170.9%
-176.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.4% |
| 7D | -10.5% | -0.9% | -9.6% | -10.0% |
| 30D | -20.5% | +1.2% | -21.7% | -20.9% |
| 3M | -54.3% | -8.9% | -45.3% | -52.4% |
| 6M | -55.4% | +23.0% | -78.4% | -59.7% |
| YTD | -63.4% | +41.2% | -104.7% | -68.6% |
| 1Y | -59.1% | +47.5% | -106.6% | -65.4% |
| 3Y | +1,216.8% | +155.8% | +1,061.1% | +851.3% |
| 5Y | -2.6% | +120.2% | -122.8% | -28.7% |
| All | -5.8% | +170.9% | -176.7% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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