+14.1%
GLPI vs SPY
+82.0%
-68.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.8% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -4.3% | +0.1% | -4.4% | -4.3% |
| 3M | -7.7% | +2.0% | -9.7% | -8.9% |
| 6M | -12.9% | +13.0% | -25.9% | -19.0% |
| YTD | -3.0% | +13.5% | -16.5% | -10.1% |
| 1Y | -7.2% | +20.0% | -27.1% | -16.9% |
| 3Y | +7.3% | +77.2% | -69.8% | -27.2% |
| All | +14.1% | +82.0% | -68.0% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling