+11.9%
GLPI vs SPY
+67.0%
-55.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | +1.3% |
| 7D | -0.1% | -4.7% | +4.6% | +2.4% |
| 30D | +3.6% | -5.9% | +9.5% | +6.8% |
| 3M | -8.1% | -4.5% | -3.6% | -6.0% |
| 6M | -14.2% | +1.8% | -16.0% | -15.6% |
| YTD | -6.9% | +8.3% | -15.2% | -11.7% |
| 1Y | -6.0% | +9.3% | -15.4% | -11.4% |
| 3Y | +4.1% | +74.9% | -70.8% | -29.5% |
| 5Y | +11.9% | +67.3% | -55.4% | -22.2% |
| All | +11.9% | +67.0% | -55.1% | -22.2% |
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