-65.1%
QBTS vs GDDY
-11.8%
-53.3%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.3% | -4.2% | +0.7% |
| 7D | -11.8% | +11.1% | -22.9% | -10.3% |
| 30D | -33.6% | +18.6% | -52.3% | -31.9% |
| 3M | -52.5% | +32.8% | -85.3% | -50.3% |
| 6M | -50.4% | +34.0% | -84.4% | -47.8% |
| YTD | -60.3% | -4.6% | -55.7% | -62.4% |
| 1Y | -65.1% | -12.5% | -52.6% | -67.0% |
| All | -65.1% | -11.8% | -53.3% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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