+5.2%
QBTS vs GD
+169.1%
-163.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -0.6% | +18.7% | +18.2% |
| 7D | +0.3% | -5.0% | +5.3% | +2.2% |
| 30D | -29.8% | +8.9% | -38.8% | -32.2% |
| 3M | -45.0% | -8.0% | -36.9% | -43.3% |
| 6M | -55.2% | +2.9% | -58.1% | -56.1% |
| YTD | -59.2% | +7.1% | -66.2% | -60.4% |
| 1Y | -62.4% | +5.9% | -68.3% | -63.3% |
| 3Y | +1,264.0% | +53.9% | +1,210.1% | +1,130.7% |
| 5Y | +8.8% | +95.4% | -86.7% | -3.1% |
| All | +5.2% | +169.1% | -163.9% | -6.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling