+205.4%
GLPI vs SPY
+464.9%
-259.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.7% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | -4.3% | +0.1% | -4.4% | -4.4% |
| 3M | -7.7% | +2.0% | -9.7% | -9.6% |
| 6M | -12.9% | +13.0% | -25.9% | -21.9% |
| YTD | -3.0% | +13.5% | -16.5% | -13.6% |
| 1Y | -7.2% | +20.0% | -27.1% | -21.4% |
| 3Y | +7.3% | +77.2% | -69.8% | -37.6% |
| 5Y | +12.2% | +81.9% | -69.7% | -37.3% |
| 10Y | +130.3% | +314.1% | -183.8% | -33.3% |
| All | +205.4% | +464.9% | -259.4% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling