+70.2%
QBTS vs GD
+97.9%
-27.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -0.7% |
| 7D | -2.4% | -5.3% | +2.8% | -0.1% |
| 30D | -22.5% | -6.4% | -16.1% | -20.3% |
| 3M | -40.0% | +5.7% | -45.7% | -42.0% |
| 6M | -12.3% | -0.9% | -11.4% | -12.5% |
| YTD | -36.6% | +8.2% | -44.8% | -38.9% |
| 1Y | +8.4% | +13.4% | -5.0% | +3.6% |
| 3Y | +1,380.4% | +68.5% | +1,311.9% | +1,199.8% |
| All | +70.2% | +97.9% | -27.7% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling