-68.0%
GIFT vs SPY
+72.7%
-140.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.4% | +9.9% | +9.7% |
| 7D | +6.5% | +3.3% | +3.2% | +5.7% |
| 30D | -2.3% | -2.7% | +0.4% | -1.6% |
| 3M | -37.8% | -1.7% | -36.0% | -37.4% |
| 6M | -30.9% | +3.1% | -33.9% | -31.1% |
| YTD | -49.1% | +11.9% | -61.0% | -50.1% |
| 1Y | -49.5% | +12.0% | -61.5% | -50.5% |
| 3Y | -86.3% | +78.2% | -164.5% | -86.6% |
| All | -68.0% | +72.7% | -140.7% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling