-56.3%
GIFT price history and return analytics
+86.8%
-143.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.6% | -8.5% | -9.0% |
| 7D | -11.5% | -0.1% | -11.4% | -11.5% |
| 30D | -21.1% | -0.7% | -20.4% | -21.0% |
| 3M | -24.7% | +4.0% | -28.6% | -25.3% |
| 6M | -7.9% | +12.3% | -20.2% | -10.4% |
| YTD | -36.4% | +14.0% | -50.4% | -38.2% |
| 1Y | -35.2% | +20.3% | -55.5% | -37.5% |
| 3Y | -84.3% | +75.4% | -159.7% | -85.1% |
| 5Y | -68.2% | +66.0% | -134.1% | -69.6% |
| All | -56.3% | +86.8% | -143.0% | -60.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling