+1,255.4%
QBTS vs GTLB
+4.1%
+1,251.3%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.1% | -7.5% | -7.6% |
| 7D | +8.7% | -3.5% | +12.2% | +10.4% |
| 30D | -26.5% | -9.0% | -17.5% | -22.8% |
| 3M | -52.6% | +15.9% | -68.4% | -56.4% |
| 6M | -56.0% | +104.9% | -160.8% | -70.4% |
| YTD | -62.4% | +26.0% | -88.4% | -67.9% |
| 1Y | -62.7% | +1.8% | -64.5% | -64.7% |
| All | +1,255.4% | +4.1% | +1,251.3% | +972.1% |
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