You can get the yellow -> red fade fairly easily with orange juice and Grenadine Syrup. Not sure how he did the blue and green beginning though.
My guess would be that he used something like curacao liquor on top. That would provide the blue color on top, and mixing it partly with the yellow orange juice would result in the green color in the middle.
So basically he'd need to start out by mixing the orange juice and grenadine, give it time to settle a bit to get the color gradient, then add a layer of curacao on top without mixing (the alcohol content should make it lighter).
If anyones ever tried to make a B52 it's basically the same idea, only the act of pouring it from the shaker would mix the layers a bit and result in a rainbow effect.
Probably took a hell of a lot of tries to get it just right.