It is real important, for a child to feel safe and accepted no matter what.
You know that and are trying your best.
But there are societies reactions to that... and other kids. ie: teasing.
In my daughter's grade level, there is a girl, who looks like a boy and dresses like a boy and has boy things such a backpacks etc. But, she has a girl haircut... a chin length bob. If it were not for this hair-cut... she would indeed be mistaken for a "boy" and would look like one. Some kids, including my daughter, have asked her in all innocence (not in teasing or in an attitude way) if she is a "boy" or a "girl." My daughter said she is a "girl" and that her mom painted her room pink.
But personally, I and other's feel, she is a "boy." Those are her interests and how she acts/dresses and plays with. She does not play with girls.
Regardless, as your daughter gets older, there will be teasing.... and who know what else. Therefore, it is PARAMOUNT that any child, have a solid self-esteem and know who they are. Confidence within themselves....
because... gender identity and socialization and social acceptance is real tenuous, and often not nice.
It could be a phase, but as you said, she has been this way for as long as you can remember. So you need to be her support and her soft place to fall.... whenever she needs it, unconditionally. Otherwise, she will have no one... on her side or by her side. And that is a lonely place to be... and it will only cause problems for her as she grows up.
A child no matter what, just needs to be accepted.
And, if you need help in how to deal with this... then maybe some kind of child counseling might help. NOT to "change" your daughter... but just to give you and she the tools needed, to make this all a positive thing... and to help cope with it.
As a parent, I imagine you are facing a lot of things and feelings.
I have known people who are "gay".... but they often have a bad memory of childhood because of parental attitudes toward them and not being accepted. And they deeply resent that and it hurt them. It would anyone.
But as you are going through the different age junctures with her... and as she does get older, it will be hard to know what to do all the time. Just keep close with her and never allow her to shut down or shut you out... otherwise she may not go to you for anything or talk to you about what she is going through, when she needs you most.
Perhaps, ask a counselor on how you can help your daughter the most, as a parent. But the thing you do not want to do... is to be someone that your daughter feels is not on her side. A child needs her Mom... no matter what.
All the best,
Susan