Gold vs Roger Gibson Talmud Portfolio Comparison

Last Update: 29 February 2024

The Gold Portfolio obtained a 5.46% compound annual return, with a 15.44% standard deviation, in the last 30 Years.

The Roger Gibson Talmud Portfolio obtained a 8.20% compound annual return, with a 10.85% standard deviation, in the last 30 Years.

Summary

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Gold Portfolio Roger Gibson Talmud Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 0% 66.67%
Fixed Income 0% 33.33%
Commodities 100% 0%
30 Years Stats Return +5.46% +8.20%
Std Dev 15.44% 10.85%
Max Drawdown -42.91% -40.17%
All time Stats
(Since Jan 1928)
Return +4.81% +7.77%
Std Dev 15.91% 12.36%
Max Drawdown -61.78% -57.05%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1928

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1M 6M 1Y 5Y 10Y 30Y MAX
Gold Portfolio +0.46 +5.16 +11.50 +8.83 +4.02 +5.46 +4.81
Roger Gibson Talmud Portfolio +1.99 +7.42 +11.88 +6.52 +6.72 +8.20 +7.77
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Gold Portfolio: an investment of 1$, since March 1994, now would be worth 4.93$, with a total return of 393.44% (5.46% annualized).

Roger Gibson Talmud Portfolio: an investment of 1$, since March 1994, now would be worth 10.63$, with a total return of 962.98% (8.20% annualized).

Gold Portfolio: an investment of 1$, since January 1928, now would be worth 91.22$, with a total return of 9021.81% (4.81% annualized).

Roger Gibson Talmud Portfolio: an investment of 1$, since January 1928, now would be worth 1332.83$, with a total return of 133183.30% (7.77% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Gold Portfolio
Roger Gibson Talmud Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-42.91% Sep 2011 Dec 2015 (52) Jul 2020 (107) 28.29
-40.17% Jun 2007 Feb 2009 (21) Oct 2010 (41) 17.05
-37.17% Feb 1996 Aug 1999 (43) Dec 2003 (95) 24.75
-25.83% Mar 2008 Oct 2008 (8) May 2009 (15) 10.74
-22.88% Jan 2022 Sep 2022 (9) In progress (26) 14.46
-18.08% Aug 2020 Oct 2022 (27) Nov 2023 (40) 8.45
-15.16% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.94
-10.50% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.43
-10.43% Jul 1998 Aug 1998 (2) Dec 1998 (6) 5.05
-8.64% Dec 2004 May 2005 (6) Sep 2005 (10) 5.30
-8.63% May 2006 Sep 2006 (5) Feb 2007 (10) 4.31
-8.37% Dec 2009 Jan 2010 (2) May 2010 (6) 5.13
-8.31% Apr 2004 Apr 2004 (1) Oct 2004 (7) 5.49
-8.26% Apr 2002 Oct 2002 (7) May 2003 (14) 5.13
-7.57% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.56
-7.27% Mar 1994 Nov 1994 (9) Apr 1995 (14) 3.98
-6.69% Apr 2004 Apr 2004 (1) Aug 2004 (5) 3.63
-6.38% Jan 2011 Jan 2011 (1) Mar 2011 (3) 3.21
-5.69% Apr 2015 Aug 2015 (5) Mar 2016 (12) 3.12
-5.22% Jun 2009 Jun 2009 (1) Sep 2009 (4) 2.98

Drawdown comparison chart since January 1928.

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Gold Portfolio
Roger Gibson Talmud Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-61.78% Oct 1980 Aug 1999 (227) Apr 2007 (319) 44.50
-57.05% Sep 1929 May 1932 (33) Jan 1937 (89) 28.90
-44.24% Jan 1975 Aug 1976 (20) Jul 1978 (43) 22.42
-42.91% Sep 2011 Dec 2015 (52) Jul 2020 (107) 28.29
-40.17% Jun 2007 Feb 2009 (21) Oct 2010 (41) 17.05
-29.48% Aug 1937 Mar 1938 (8) Feb 1943 (67) 12.56
-25.83% Mar 2008 Oct 2008 (8) May 2009 (15) 10.74
-25.53% Dec 1972 Sep 1974 (22) Jan 1976 (38) 11.81
-24.27% Feb 1980 Mar 1980 (2) Jun 1980 (5) 14.98
-22.88% Jan 2022 Sep 2022 (9) In progress (26) 14.46
-20.49% Jul 1973 Oct 1973 (4) Jan 1974 (7) 13.59
-20.28% Nov 1978 Nov 1978 (1) Feb 1979 (4) 9.71
-19.77% May 1969 Jan 1970 (9) Dec 1971 (32) 12.66
-18.25% Jan 1948 Jan 1955 (85) Mar 1969 (255) 15.35
-18.08% Aug 2020 Oct 2022 (27) Nov 2023 (40) 8.45
-16.62% Apr 1974 Jun 1974 (3) Nov 1974 (8) 9.02
-15.52% Sep 1987 Nov 1987 (3) Jan 1989 (17) 6.69
-15.49% Dec 1968 Jun 1970 (19) Nov 1970 (24) 6.74
-15.16% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.94
-13.02% Dec 1961 Jun 1962 (7) Jan 1963 (14) 6.37

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
-0.97%
-1.42%
+0.59%
-1.37%
2023
+12.69%
-7.22%
+14.42%
-9.16%
2022
-0.77%
-15.91%
-19.62%
-22.88%
2021
-4.15%
-10.32%
+21.44%
-3.93%
2020
+24.81%
-10.12%
+8.02%
-15.16%
2019
+17.86%
-4.10%
+22.79%
-1.65%
2018
-1.94%
-11.66%
-3.78%
-7.57%
2017
+12.81%
-4.09%
+9.90%
-0.80%
2016
+8.03%
-15.02%
+7.99%
-4.84%
2015
-10.67%
-17.81%
+1.11%
-5.69%
2014
-2.19%
-12.44%
+16.24%
-3.05%
2013
-28.33%
-28.33%
+11.22%
-4.74%
2012
+6.60%
-10.45%
+12.41%
-3.41%
2011
+9.57%
-14.48%
+5.83%
-10.50%
2010
+29.27%
-5.09%
+17.33%
-7.24%
2009
+24.03%
-7.20%
+20.87%
-18.28%
2008
+4.92%
-25.83%
-22.37%
-28.90%
2007
+30.45%
-4.20%
-1.40%
-7.11%
2006
+22.55%
-8.63%
+18.42%
-3.01%
2005
+17.76%
-4.91%
+6.88%
-3.47%
2004
+4.65%
-8.31%
+15.93%
-6.69%
2003
+19.89%
-8.88%
+23.46%
-1.81%
2002
+25.57%
-6.72%
-2.82%
-8.26%
2001
+0.75%
-6.10%
+3.27%
-5.08%
2000
-5.44%
-9.93%
+9.05%
-4.13%
1999
+0.85%
-11.47%
+6.34%
-4.64%
1998
-0.83%
-12.01%
+5.18%
-10.43%
1997
-21.41%
-21.41%
+19.74%
-1.89%
1996
-4.59%
-8.95%
+19.46%
-1.65%
1995
+0.98%
-2.46%
+22.03%
-0.94%
1994
-2.17%
-3.91%
-3.74%
-8.67%
1993
+17.68%
-11.51%
+13.33%
-2.90%
1992
-5.73%
-6.97%
+10.28%
-1.73%
1991
-8.56%
-10.05%
+27.78%
-2.56%
1990
-3.11%
-15.14%
-4.26%
-10.14%
1989
-2.84%
-12.30%
+16.87%
-1.33%
1988
-15.26%
-18.05%
+12.71%
-1.50%
1987
+24.53%
-1.97%
+0.17%
-15.52%
1986
+18.96%
-8.14%
+16.28%
-3.57%
1985
+6.00%
-6.67%
+24.20%
-2.28%
1984
-19.38%
-21.80%
+12.71%
-4.02%
1983
-16.31%
-23.52%
+19.51%
-2.63%
1982
+14.94%
-20.13%
+24.41%
-3.38%
1981
-32.60%
-32.60%
+3.76%
-8.59%
1980
+15.19%
-24.27%
+20.13%
-9.71%
1979
+126.55%
-4.46%
+21.82%
-8.78%
1978
+37.01%
-20.28%
+6.65%
-7.13%
1977
+22.64%
-4.00%
+6.70%
-1.95%
1976
-4.10%
-25.85%
+29.26%
-1.67%
1975
-24.80%
-25.92%
+21.49%
-7.79%
1974
+66.15%
-16.62%
-14.51%
-20.06%
1973
+72.96%
-20.49%
-9.74%
-10.13%
1972
+49.02%
-6.88%
+9.45%
-2.27%
1971
+16.70%
-3.48%
+10.45%
-6.96%
1970
+6.16%
-1.56%
+10.08%
-12.17%
1969
-16.07%
-19.25%
-1.80%
-6.18%
1968
+18.16%
-7.38%
+6.81%
-3.69%
1967
+0.28%
0.00%
+9.72%
-3.90%
1966
-0.28%
-0.28%
-0.84%
-8.95%
1965
+0.42%
0.00%
+5.52%
-3.72%
1964
+0.28%
0.00%
+7.19%
-1.30%
1963
-0.28%
-0.28%
+8.31%
-2.46%
1962
-0.42%
-0.42%
-1.20%
-12.80%
1961
-2.74%
-2.74%
+9.75%
-2.91%
1960
+3.55%
0.00%
+4.91%
-4.48%
1959
+0.00%
0.00%
+3.73%
-4.97%
1958
+0.00%
0.00%
+14.22%
-2.11%
1957
+0.14%
0.00%
+0.45%
-7.30%
1956
+0.14%
0.00%
+2.62%
-6.16%
1955
-0.28%
-0.28%
+8.32%
-3.92%
1954
-0.70%
-0.70%
+18.11%
-3.79%
1953
-8.27%
-8.27%
+5.28%
-3.00%
1952
-3.25%
-3.25%
+6.76%
-3.14%
1951
-0.62%
-0.62%
+8.95%
-5.14%
1950
-0.62%
-0.62%
+11.28%
-4.60%
1949
-3.57%
-3.57%
+8.15%
-4.52%
1948
-2.33%
-2.33%
+2.34%
-7.33%
1947
+12.42%
0.00%
+8.22%
-2.39%
1946
+2.68%
0.00%
+6.18%
-10.61%
1945
+2.76%
0.00%
+18.38%
-3.34%
1944
-0.68%
-0.68%
+13.36%
-1.14%
1943
+2.82%
0.00%
+13.94%
-7.79%
1942
+0.00%
0.00%
+7.12%
-9.40%
1941
+2.90%
0.00%
-5.41%
-8.93%
1940
-1.43%
-1.43%
+0.15%
-15.43%
1939
+0.00%
0.00%
+1.38%
-9.87%
1938
+0.00%
0.00%
+10.63%
-18.12%
1937
+0.00%
0.00%
-10.14%
-17.27%
1936
+0.00%
0.00%
+13.80%
-5.89%
1935
+0.00%
0.00%
+19.99%
-8.97%
1934
+8.29%
0.00%
+4.17%
-10.97%
1933
+56.36%
0.00%
+18.79%
-17.83%
1932
+0.00%
0.00%
-2.29%
-28.97%
1931
+0.00%
0.00%
-18.11%
-28.11%
1930
+0.00%
0.00%
-8.30%
-19.91%
1929
+0.00%
0.00%
-3.04%
-22.74%
1928
+0.00%
0.00%
+13.08%
-4.68%