-51.0%
GIFT vs SPY
+117.9%
-168.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -5.3% | +0.1% | -5.4% | -5.3% |
| 30D | -14.2% | +0.1% | -14.3% | -14.2% |
| 3M | -7.2% | +2.0% | -9.2% | -7.6% |
| 6M | -9.9% | +13.0% | -22.9% | -12.4% |
| YTD | -28.7% | +13.5% | -42.3% | -30.8% |
| 1Y | -24.6% | +20.0% | -44.6% | -27.3% |
| 3Y | -82.4% | +77.2% | -159.6% | -83.5% |
| 5Y | -67.3% | +81.9% | -149.2% | -69.1% |
| All | -51.0% | +117.9% | -168.9% | -59.4% |
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