+72.0%
QBTS vs GDDY
+29.8%
+42.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | +0.5% |
| 7D | +1.3% | -3.2% | +4.5% | +1.8% |
| 30D | -19.0% | +6.8% | -25.8% | -20.6% |
| 3M | -29.5% | +30.5% | -59.9% | -35.8% |
| 6M | -11.2% | +13.3% | -24.5% | -16.8% |
| YTD | -35.8% | -21.0% | -14.8% | -32.3% |
| 1Y | +1.7% | -34.0% | +35.7% | +14.3% |
| 3Y | +1,470.1% | +33.1% | +1,437.0% | +1,350.3% |
| All | +72.0% | +29.8% | +42.2% | +61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling