+152.4%
GS vs QBTS
+16.9%
+135.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.4% | -2.7% | +4.4% |
| 7D | +0.8% | +13.7% | -12.8% | +0.3% |
| 30D | +1.2% | -21.3% | +22.5% | +2.0% |
| 3M | -12.4% | -44.7% | +32.3% | -10.6% |
| 6M | -2.3% | -49.2% | +46.9% | -0.5% |
| YTD | +4.6% | -56.1% | +60.7% | +6.5% |
| 1Y | +17.5% | -61.1% | +78.6% | +19.8% |
| 3Y | +202.0% | +1,511.0% | -1,308.9% | +173.6% |
| 5Y | +152.4% | +16.6% | +135.8% | +115.3% |
| All | +152.4% | +16.9% | +135.4% | +115.3% |
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