+1,500.0%
QBTS vs GTLB
-12.2%
+1,512.2%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.3% |
| 7D | +3.8% | -6.6% | +10.4% | +7.0% |
| 30D | -15.2% | +13.7% | -29.0% | -21.5% |
| 3M | -27.2% | +52.9% | -80.1% | -42.3% |
| 6M | -10.1% | +88.5% | -98.6% | -38.2% |
| YTD | -34.5% | +23.4% | -58.0% | -43.7% |
| 1Y | +6.0% | -3.8% | +9.8% | +1.9% |
| All | +1,500.0% | -12.2% | +1,512.2% | +1,267.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling