-67.9%
GIFT vs VT
+77.7%
-145.6%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | -22.7% | -2.3% | -20.4% | -22.1% |
| 30D | -14.9% | -5.0% | -10.0% | -13.7% |
| 3M | -43.0% | -4.9% | -38.1% | -42.2% |
| 6M | -47.1% | -1.5% | -45.6% | -46.8% |
| YTD | -53.4% | +8.5% | -61.8% | -54.1% |
| 1Y | -46.9% | +11.4% | -58.3% | -47.9% |
| 3Y | -87.8% | +70.1% | -157.9% | -88.2% |
| 5Y | -69.8% | +53.7% | -123.6% | -70.4% |
| All | -67.9% | +77.7% | -145.6% | -70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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