+63.3%
QBTS vs GD
+171.9%
-108.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -0.7% |
| 7D | -2.4% | -5.3% | +2.8% | -0.3% |
| 30D | -22.5% | -6.4% | -16.1% | -20.5% |
| 3M | -40.0% | +5.7% | -45.7% | -41.8% |
| 6M | -12.3% | -0.9% | -11.4% | -12.5% |
| YTD | -36.6% | +8.2% | -44.8% | -38.6% |
| 1Y | +8.4% | +13.4% | -5.0% | +4.1% |
| 3Y | +1,380.4% | +68.5% | +1,311.9% | +1,220.3% |
| 5Y | +69.7% | +97.2% | -27.4% | +51.0% |
| All | +63.3% | +171.9% | -108.5% | +45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling