+64.1%
QBTS vs GRMN
+159.5%
-95.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -1.0% | -1.8% | +0.8% | -0.2% |
| 30D | -17.6% | -12.1% | -5.6% | -13.0% |
| 3M | -28.3% | +18.0% | -46.3% | -34.2% |
| 6M | -11.2% | +13.7% | -24.9% | -16.3% |
| YTD | -36.3% | +35.3% | -71.6% | -44.3% |
| 1Y | +3.9% | +17.2% | -13.4% | -4.2% |
| 3Y | +1,728.8% | +179.6% | +1,549.1% | +1,209.9% |
| 5Y | +70.9% | +75.6% | -4.7% | +29.1% |
| All | +64.1% | +159.5% | -95.4% | +20.4% |
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