-65.1%
QBTS vs GD
+9.0%
-74.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +1.5% |
| 7D | -11.8% | +3.0% | -14.8% | -13.4% |
| 30D | -33.6% | +10.5% | -44.2% | -37.9% |
| 3M | -52.5% | -5.0% | -47.5% | -50.6% |
| 6M | -50.4% | +5.5% | -55.9% | -53.5% |
| YTD | -60.3% | +10.3% | -70.6% | -67.5% |
| 1Y | -65.1% | +8.2% | -73.3% | -68.4% |
| All | -65.1% | +9.0% | -74.1% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling