+128.5%
GLD vs QBTS
+1,494.2%
-1,365.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.8% |
| 7D | -0.5% | -2.4% | +1.9% | -0.5% |
| 30D | +4.4% | -22.5% | +26.9% | +4.8% |
| 3M | -1.1% | -40.0% | +38.9% | -0.5% |
| 6M | -13.8% | -12.3% | -1.5% | -13.8% |
| YTD | +2.6% | -36.6% | +39.2% | +2.7% |
| 1Y | +24.5% | +8.4% | +16.1% | +24.5% |
| All | +128.5% | +1,494.2% | -1,365.7% | +125.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling