-51.0%
GIFT vs VT
+88.9%
-139.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.7% |
| 6M | -9.9% | +12.0% | -21.9% | -12.3% |
| YTD | -28.7% | +15.3% | -44.1% | -31.0% |
| 1Y | -24.6% | +22.6% | -47.2% | -27.5% |
| 3Y | -82.4% | +74.7% | -157.1% | -83.4% |
| 5Y | -67.3% | +66.1% | -133.5% | -68.8% |
| All | -51.0% | +88.9% | -139.9% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling