-8.1%
GLD vs QBTS
-65.9%
+57.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.6% | +4.8% | -2.1% |
| 7D | -5.5% | +8.7% | -14.2% | -6.3% |
| 30D | -7.0% | -26.5% | +19.4% | -4.7% |
| 3M | -12.4% | -52.6% | +40.2% | -7.0% |
| 6M | -18.0% | -56.0% | +37.9% | -13.3% |
| YTD | -10.5% | -62.4% | +51.9% | -6.2% |
| 1Y | -8.1% | -62.7% | +54.7% | -4.0% |
| All | -8.1% | -65.9% | +57.8% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling