-62.4%
QBTS vs GD
+5.1%
-67.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -0.6% | +18.7% | +18.4% |
| 7D | +0.3% | -5.0% | +5.3% | +3.3% |
| 30D | -29.8% | +8.9% | -38.8% | -33.8% |
| 3M | -45.0% | -8.0% | -36.9% | -41.6% |
| 6M | -55.2% | +2.9% | -58.1% | -57.4% |
| YTD | -59.2% | +7.1% | -66.2% | -65.7% |
| 1Y | -62.4% | +5.9% | -68.3% | -66.2% |
| All | -62.4% | +5.1% | -67.4% | -66.2% |
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