+186.8%
GS vs QBTS
+901.1%
-714.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -12.8% | +6.4% | -5.6% |
| 7D | -6.3% | -21.7% | +15.4% | -5.1% |
| 30D | -3.1% | -42.7% | +39.5% | -0.2% |
| 3M | -17.7% | -57.7% | +40.0% | -13.9% |
| 6M | -4.6% | -58.0% | +53.4% | -0.9% |
| YTD | +0.3% | -65.4% | +65.7% | +4.3% |
| 1Y | +11.7% | -70.8% | +82.5% | +16.5% |
| All | +186.8% | +901.1% | -714.3% | +147.4% |
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