Gilda is an award-winning filmmaker who has screened her documentaries throughout the United States, and internationally in Ghana, West Africa, at the Festival Afrique Cannes Film Festival, and in Germany at the International Black Film Festival in Berlin. Sheppard is a 2017 Hedgebrook Fellow for documentary film and a 2019 recipient of an Artist Trust Fellowship.
Her documentaries include stories of resilience of Liberian women and children refugees in Ghana; three generations of Black families in an urban neighborhood; and a film ethnography of stories from folklore started by Zora Neale Hurston in Alabama's AfricaTown.
For over a decade, Sheppard has taught sociology classes in Washington State prisons and is a co-founder and faculty for Freedom Education for Puget Sound (FEPPS) an organization offering college credit courses at Washington Corrections Center for Women. Gilda is a member of the faculty at The Evergreen State College Tacoma Campus.