+118.6%
GLD vs QBTS
+9.0%
+109.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +18.0% | -18.8% | -1.0% |
| 7D | +4.7% | +0.3% | +4.4% | +4.7% |
| 30D | -0.9% | -29.8% | +28.9% | -0.6% |
| 3M | -4.4% | -45.0% | +40.6% | -3.9% |
| 6M | -13.6% | -55.2% | +41.6% | -13.0% |
| YTD | -6.0% | -59.2% | +53.2% | -5.6% |
| 1Y | +1.8% | -62.4% | +64.1% | +2.2% |
| 3Y | +103.2% | +1,264.0% | -1,160.8% | +104.3% |
| All | +118.6% | +9.0% | +109.6% | +115.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling