+75.4%
QBTS vs GH
+24.4%
+51.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.4% |
| 7D | +3.8% | -0.2% | +4.0% | +3.8% |
| 30D | -15.2% | -2.6% | -12.6% | -14.7% |
| 3M | -27.2% | +25.1% | -52.3% | -32.3% |
| 6M | -10.1% | +78.5% | -88.6% | -25.0% |
| YTD | -34.5% | +59.4% | -93.9% | -43.6% |
| 1Y | +6.0% | +173.9% | -167.8% | -22.7% |
| 3Y | +1,779.3% | +382.7% | +1,396.5% | +1,022.1% |
| 5Y | +75.4% | +24.4% | +51.0% | +5.1% |
| All | +75.4% | +24.4% | +51.0% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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