-67.1%
GIFT vs VT
+77.3%
-144.4%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -4.1% | -6.8% | -9.8% |
| 7D | -24.9% | -4.2% | -20.7% | -23.9% |
| 30D | -15.2% | -5.8% | -9.4% | -13.8% |
| 3M | -42.5% | -5.2% | -37.2% | -41.6% |
| 6M | -47.1% | +0.1% | -47.2% | -46.9% |
| YTD | -52.2% | +8.2% | -60.4% | -52.9% |
| 1Y | -50.2% | +10.1% | -60.3% | -51.0% |
| 3Y | -87.6% | +69.7% | -157.3% | -88.1% |
| 5Y | -69.1% | +53.4% | -122.4% | -69.6% |
| All | -67.1% | +77.3% | -144.4% | -69.6% |
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