How to make a gif from a set of images in preview?

So I have 4 image files that are .png, and I have changed them all to .gif files which you do by opening the pictures in preview and selecting them all. Then you go, file,export selected images, options, then you hold down the alt/option key on the keyboard when hovering over the drop down menu to show the hidden options and click on GIF.

But the images are just individual images that have the .gif extension

but I wanted to put all the images into ONE file so its ONE gif (if that makes sense)

and I'm on osx 10.11.1

preview version is 8.1