+1,500.0%
QBTS vs GME
+11.4%
+1,488.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.3% | -8.4% | -4.0% |
| 7D | +3.8% | +4.8% | -1.0% | +3.0% |
| 30D | -15.2% | +5.9% | -21.1% | -16.0% |
| 3M | -27.2% | -10.7% | -16.5% | -26.1% |
| 6M | -10.1% | -19.8% | +9.7% | -7.1% |
| YTD | -34.5% | -0.9% | -33.6% | -34.6% |
| 1Y | +6.0% | -15.7% | +21.7% | +8.3% |
| All | +1,500.0% | +11.4% | +1,488.6% | +1,367.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling