-0.1%
QBTS vs GTLB
-62.9%
+62.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.1% | -7.5% | -7.6% |
| 7D | +8.7% | -3.5% | +12.2% | +9.8% |
| 30D | -26.5% | -9.0% | -17.5% | -24.1% |
| 3M | -52.6% | +15.9% | -68.4% | -55.0% |
| 6M | -56.0% | +104.9% | -160.8% | -65.6% |
| YTD | -62.4% | +26.0% | -88.4% | -66.0% |
| 1Y | -62.7% | +1.8% | -64.5% | -64.2% |
| 3Y | +1,266.7% | +6.0% | +1,260.7% | +1,193.4% |
| All | -0.1% | -62.9% | +62.8% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling