+65.5%
QBTS vs GME
+508.2%
-442.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.6% |
| 7D | +1.3% | +10.4% | -9.1% | +0.8% |
| 30D | -19.0% | +14.1% | -33.1% | -19.6% |
| 3M | -29.5% | -4.6% | -24.8% | -29.4% |
| 6M | -11.2% | -13.5% | +2.4% | -10.5% |
| YTD | -35.8% | +5.3% | -41.1% | -36.0% |
| 1Y | +1.7% | -14.9% | +16.6% | +2.4% |
| 3Y | +1,470.1% | +24.3% | +1,445.8% | +1,413.0% |
| 5Y | +72.3% | -55.6% | +127.9% | +66.6% |
| All | +65.5% | +508.2% | -442.7% | +57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling