+131.7%
GLD vs QBTS
+72.4%
+59.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.6% | -8.3% | -1.8% |
| 7D | +0.7% | +6.8% | -6.1% | +0.7% |
| 30D | +0.3% | -14.9% | +15.2% | +0.5% |
| 3M | +0.6% | -31.6% | +32.2% | +0.9% |
| 6M | -15.6% | -4.9% | -10.6% | -15.6% |
| YTD | +0.9% | -32.4% | +33.3% | +0.8% |
| 1Y | +19.4% | +14.6% | +4.8% | +19.3% |
| 3Y | +124.5% | +1,839.6% | -1,715.2% | +124.3% |
| 5Y | +138.9% | +81.2% | +57.7% | +137.0% |
| All | +131.7% | +72.4% | +59.3% | +130.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 QBTS 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