+148.4%
GLPI vs SPY
+305.6%
-157.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | -0.6% |
| 7D | +0.3% | +0.1% | +0.2% | 0.0% |
| 30D | +3.0% | -3.3% | +6.4% | +5.7% |
| 3M | -8.8% | -2.4% | -6.4% | -7.2% |
| 6M | -15.1% | +2.6% | -17.6% | -17.7% |
| YTD | -6.9% | +11.2% | -18.1% | -16.3% |
| 1Y | -5.7% | +13.4% | -19.1% | -16.8% |
| 3Y | +7.0% | +79.9% | -72.9% | -40.9% |
| 5Y | +12.3% | +72.2% | -59.8% | -35.8% |
| All | +148.4% | +305.6% | -157.2% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling