-65.1%
QBTS vs GME
+15.0%
-80.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -1.0% |
| 7D | -11.8% | +7.8% | -19.6% | -13.8% |
| 30D | -33.6% | -0.4% | -33.2% | -33.4% |
| 3M | -52.5% | +30.9% | -83.3% | -56.5% |
| 6M | -50.4% | +5.5% | -55.8% | -50.5% |
| YTD | -60.3% | +25.2% | -85.5% | -62.3% |
| 1Y | -65.1% | +14.4% | -79.5% | -67.4% |
| All | -65.1% | +15.0% | -80.0% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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