-66.1%
GIFT vs VT
+82.3%
-148.4%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.6% | +3.2% | +5.1% |
| 7D | +13.1% | +0.4% | +12.8% | +13.2% |
| 30D | -8.7% | -2.6% | -6.1% | -8.1% |
| 3M | -38.2% | -3.2% | -34.9% | -37.6% |
| 6M | -33.4% | +0.9% | -34.3% | -33.4% |
| YTD | -50.6% | +11.3% | -61.9% | -51.7% |
| 1Y | -50.6% | +14.0% | -64.6% | -51.9% |
| 3Y | -86.8% | +75.8% | -162.6% | -87.3% |
| 5Y | -69.0% | +57.8% | -126.8% | -69.7% |
| All | -66.1% | +82.3% | -148.4% | -68.8% |
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