From my experience, contributions/donations stay within the group. So if you leave a group for another, it would leave you a group contribution/donation of 0, and only group skills carry over.
The only thing that is transferred with you when you join a new group is your group skill values. I.e if you had all your skills at 20 then they would disappear while you aren't in a group but immediately return once you join a new group. Your internal group rank and contribution will be lost, as Aokawa stated.