+69.0%
QBTS vs GTLB
-47.1%
+116.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.7% |
| 7D | -2.4% | +11.1% | -13.5% | -5.7% |
| 30D | -22.5% | +37.8% | -60.3% | -30.2% |
| 3M | -40.0% | +61.6% | -101.6% | -48.7% |
| 6M | -12.3% | +98.9% | -111.2% | -30.8% |
| YTD | -36.6% | +32.8% | -69.4% | -43.4% |
| 1Y | +8.4% | +14.7% | -6.2% | -0.1% |
| 3Y | +1,380.4% | +1.3% | +1,379.0% | +1,311.5% |
| All | +69.0% | -47.1% | +116.1% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling