+336.4%
GS vs QBTS
-6.7%
+343.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.2% | +0.4% |
| 7D | +5.9% | -10.5% | +16.3% | +6.3% |
| 30D | +4.3% | -20.5% | +24.8% | +5.1% |
| 3M | -11.7% | -54.3% | +42.6% | -9.2% |
| 6M | -3.2% | -55.4% | +52.2% | -0.8% |
| YTD | +5.8% | -63.4% | +69.2% | +8.5% |
| 1Y | +16.0% | -59.1% | +75.2% | +18.4% |
| 3Y | +199.8% | +1,216.8% | -1,017.1% | +173.1% |
| 5Y | +155.5% | -2.6% | +158.2% | +126.7% |
| All | +336.4% | -6.7% | +343.1% | +302.0% |
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 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