-62.7%
QBTS vs GD
+5.0%
-67.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.1% | -6.5% | -7.0% |
| 7D | +8.7% | +1.9% | +6.8% | +7.6% |
| 30D | -26.5% | +9.2% | -35.7% | -30.3% |
| 3M | -52.6% | -7.5% | -45.1% | -49.7% |
| 6M | -56.0% | +5.8% | -61.7% | -58.7% |
| YTD | -62.4% | +9.8% | -72.2% | -68.9% |
| 1Y | -62.7% | +5.8% | -68.5% | -65.3% |
| All | -62.7% | +5.0% | -67.8% | -65.3% |
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