+0.2%
QBTS vs GME
-49.3%
+49.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.3% | -7.9% | -7.6% |
| 7D | +8.7% | +6.0% | +2.7% | +7.9% |
| 30D | -26.5% | -5.9% | -20.6% | -25.7% |
| 3M | -52.6% | +38.2% | -90.7% | -54.8% |
| 6M | -56.0% | +14.5% | -70.5% | -57.0% |
| YTD | -62.4% | +27.6% | -90.0% | -63.8% |
| 1Y | -62.7% | +19.9% | -82.7% | -63.9% |
| 3Y | +1,266.7% | +104.3% | +1,162.4% | +981.2% |
| 5Y | +0.2% | -49.3% | +49.5% | -15.8% |
| All | +0.2% | -49.3% | +49.5% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling