+63.3%
QBTS vs GRMN
+164.2%
-100.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | -2.4% | -2.9% | +0.4% | -1.2% |
| 30D | -22.5% | -8.4% | -14.1% | -19.4% |
| 3M | -40.0% | +15.0% | -55.0% | -44.2% |
| 6M | -12.3% | +11.2% | -23.5% | -16.7% |
| YTD | -36.6% | +37.7% | -74.3% | -44.9% |
| 1Y | +8.4% | +18.5% | -10.0% | -0.5% |
| 3Y | +1,380.4% | +175.8% | +1,204.6% | +956.0% |
| 5Y | +69.7% | +75.1% | -5.4% | +27.6% |
| All | +63.3% | +164.2% | -100.8% | +19.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling