Far enough to explain how the donated sum was accumulated, which depends on the amount and the source. Salary savings may need years of statements and tax records; a property sale may need one completion statement and the title history. Aim for a continuous account with no unexplained jump, rather than a fixed number of years.
Retrieve foreign and older records first
Banks close, archives charge fees, and overseas institutions can take weeks to produce historic statements. Start those requests before the easier documents, and arrange certified translations where the originals are not in English. Keep a short covering note for each source explaining what the document proves and how the amount ties into the ledger.
Where a record genuinely cannot be obtained, say so and explain what secondary evidence stands in its place. Add one organising decision that saves considerable time later: keep the donor's file and the investor's file physically separate, each with its own index, and link them only through the transfer documents. Two financial histories combined into a single folder are much harder to follow than two folders and a bridge, and a reader who has to work out which account belonged to whom will do so slowly and with less confidence.
Number the exhibits in the order the money moved rather than in the order the documents arrived. Hypothetical example: a buyer funding a flooring installation business assembles the donor's records as one bundle, their own as a second, and a two-page transfer ledger tying them together, so a reviewer can follow a chain rather than reconstruct it from a stack.