-65.9%
GIFT vs VT
+66.2%
-132.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | -5.3% | +0.4% | -5.8% | -5.4% |
| 30D | -14.2% | +1.0% | -15.2% | -14.4% |
| 3M | -7.2% | +2.4% | -9.6% | -7.6% |
| 6M | -9.9% | +12.0% | -21.9% | -12.2% |
| YTD | -28.7% | +15.3% | -44.1% | -30.9% |
| 1Y | -24.6% | +22.6% | -47.2% | -27.3% |
| 3Y | -82.4% | +74.7% | -157.1% | -83.1% |
| All | -65.9% | +66.2% | -132.1% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling