-7.8%
QBTS vs GD
+97.4%
-105.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -2.3% | -10.5% | -11.8% |
| 7D | -21.7% | -3.9% | -17.8% | -20.4% |
| 30D | -42.7% | +8.1% | -50.8% | -44.6% |
| 3M | -57.7% | -6.8% | -50.9% | -56.5% |
| 6M | -58.0% | +3.0% | -61.0% | -59.0% |
| YTD | -65.4% | +7.8% | -73.2% | -66.7% |
| 1Y | -70.8% | +5.8% | -76.6% | -71.6% |
| 3Y | +930.8% | +55.3% | +875.4% | +811.4% |
| 5Y | -7.8% | +96.7% | -104.5% | -18.7% |
| All | -7.8% | +97.4% | -105.3% | -18.7% |
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