-63.1%
GIFT vs VT
+84.8%
-147.9%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.7% | +5.4% | +6.7% |
| 7D | -6.3% | -0.3% | -6.0% | -6.3% |
| 30D | +2.6% | -1.4% | +4.0% | +2.9% |
| 3M | -37.9% | -1.4% | -36.5% | -37.7% |
| 6M | -40.5% | +5.5% | -45.9% | -41.1% |
| YTD | -46.4% | +12.8% | -59.2% | -47.8% |
| 1Y | -45.4% | +15.4% | -60.8% | -47.0% |
| 3Y | -86.1% | +76.9% | -163.0% | -86.8% |
| 5Y | -65.3% | +60.4% | -125.7% | -66.3% |
| All | -63.1% | +84.8% | -147.9% | -66.3% |
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