-65.1%
QBTS vs GTLB
+6.1%
-71.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -11.8% | -9.7% | -2.1% | -8.5% |
| 30D | -33.6% | +1.7% | -35.3% | -34.0% |
| 3M | -52.5% | +43.6% | -96.0% | -58.8% |
| 6M | -50.4% | +113.0% | -163.4% | -63.9% |
| YTD | -60.3% | +39.5% | -99.8% | -66.7% |
| 1Y | -65.1% | +12.6% | -77.7% | -71.3% |
| All | -65.1% | +6.1% | -71.2% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling