+394.5%
GS vs QBTS
+61.8%
+332.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.1% |
| 7D | +0.9% | -2.4% | +3.4% | +1.0% |
| 30D | -1.6% | -22.5% | +20.9% | -0.7% |
| 3M | -4.5% | -40.0% | +35.5% | -3.0% |
| 6M | +20.9% | -12.3% | +33.2% | +20.6% |
| YTD | +19.9% | -36.6% | +56.5% | +20.6% |
| 1Y | +41.4% | +8.4% | +33.0% | +39.4% |
| 3Y | +239.2% | +1,380.4% | -1,141.2% | +204.2% |
| 5Y | +185.0% | +69.7% | +115.3% | +147.7% |
| All | +394.5% | +61.8% | +332.7% | +346.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling