-56.3%
GIFT vs SPY
+115.7%
-172.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.5% | -8.6% | -9.0% |
| 7D | -11.5% | -0.4% | -11.1% | -11.4% |
| 30D | -21.1% | -1.4% | -19.7% | -20.9% |
| 3M | -24.7% | +3.7% | -28.4% | -25.2% |
| 6M | -7.9% | +13.0% | -20.9% | -10.4% |
| YTD | -36.4% | +12.4% | -48.8% | -38.1% |
| 1Y | -35.2% | +18.5% | -53.7% | -37.3% |
| 3Y | -84.3% | +77.6% | -161.9% | -85.2% |
| 5Y | -68.2% | +81.7% | -149.9% | -70.0% |
| All | -56.3% | +115.7% | -172.0% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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