-82.4%
GIFT vs VT
+75.0%
-157.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | -5.3% | +0.4% | -5.8% | -5.5% |
| 30D | -14.2% | +1.0% | -15.2% | -14.7% |
| 3M | -7.2% | +2.4% | -9.6% | -8.5% |
| 6M | -9.9% | +12.0% | -21.9% | -16.4% |
| YTD | -28.7% | +15.3% | -44.1% | -34.9% |
| 1Y | -24.6% | +22.6% | -47.2% | -33.1% |
| All | -82.4% | +75.0% | -157.4% | -87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling