GLPI·Gaming and Leisure Properties Inc.

Realized volatility (21d)

13.9% 22nd pct

Below its peak

-30.2%

vs 200-day average

-14.7%

Up days (1y)

46%

Gaming and Leisure Properties Inc. is currently running 13.9% annualised volatility over the last 21 sessions. Measured against GLPI's own 13 years of daily returns rather than a market-wide average, that is the 22nd percentile — unusually subdued by its own history, against a typical reading of 18.8%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

GLPI is trading -30.2% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -17.4%, and the deepest was -70.2% in 2020. The current drawdown is already deeper than this stock's typical annual low point, which puts it in the part of its range where past recoveries began — and where past declines also continued.

Price sits -14.7% from its 200-day moving average. Against every other day in its history, that gap ranks at the 5th percentile — a narrower gap than it typically runs. Over the past year GLPI closed higher on 46% of sessions, and it is currently 1 session into a falling streak.

On October specifically: over 13 years of records, GLPI finished the month higher 6 of 13 times, with a median return of -0.6% and an average of +0.7%. Its strongest month historically has been May at +2.2% on average, its weakest September at -4.3%. Seasonality is a weak signal on its own — a decade is a small sample and regimes change — but it is a real distribution rather than a rule of thumb.

Overnight risk is measurable too: GLPI has opened more than 2% away from the prior close in 130 of 3,267 sessions (4.0% of the time), with the largest gaps running +11.3% and -12.6%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

All figures computed from 3,268 daily closes between 2013-10-15 and 2026-10-13, split-adjusted, recomputed daily. Percentiles are against GLPI's own 13-year history, not a peer group or index.