-68.1%
GIFT vs SPY
+115.5%
-183.6%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | -13.4% | -0.9% | -12.5% | -13.1% |
| 30D | -3.2% | -2.4% | -0.9% | -2.6% |
| 3M | -44.3% | -1.2% | -43.2% | -44.1% |
| 6M | -42.1% | +3.3% | -45.4% | -42.3% |
| YTD | -53.5% | +12.3% | -65.8% | -54.7% |
| 1Y | -53.1% | +12.4% | -65.6% | -54.2% |
| 3Y | -87.5% | +78.8% | -166.3% | -88.2% |
| 5Y | -70.8% | +75.2% | -146.0% | -71.8% |
| All | -68.1% | +115.5% | -183.6% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling