+71.3%
QBTS vs GTLB
-50.1%
+121.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +1.3% | -5.7% | +7.0% | +3.0% |
| 30D | -19.0% | +15.1% | -34.1% | -23.0% |
| 3M | -29.5% | +65.5% | -94.9% | -40.2% |
| 6M | -11.2% | +102.9% | -114.1% | -30.4% |
| YTD | -35.8% | +25.2% | -61.0% | -41.7% |
| 1Y | +1.7% | -5.5% | +7.2% | -0.7% |
| 3Y | +1,470.1% | -10.9% | +1,481.0% | +1,443.6% |
| All | +71.3% | -50.1% | +121.4% | +59.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling