Gold Portfolio: Rolling Returns

Data Source: from January 1871 to March 2024 (~153 years)
Consolidated Returns as of 31 March 2024

Holding the Gold Portfolio, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~153 years), the longest period with a negative return lasted 744 months (from January 1871 to December 1932).

This means that every rolling period of 745 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Gold Portfolio: ETF allocation and returns page.

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

GOLD PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to March 2024

The annualized return of the last 10 years has been 5.23% (updated at Mar 31, 2024).

Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

GOLD PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1871 - 31 March 2024 (~153 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.00% +179.42%
Feb 1979 - Jan 1980 		-37.71%
Apr 1981 - Mar 1982 		27.19%
497 out of 1828
US Inflation Adjusted -0.93% +145.39%
Feb 1979 - Jan 1980 		-42.05%
Oct 1980 - Sep 1981 		54.05%
988 out of 1828
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.00% +92.76%
Feb 1978 - Jan 1980 		-30.30%
Jul 1980 - Jun 1982 		26.82%
487 out of 1816
US Inflation Adjusted -1.00% +75.99%
Apr 1972 - Mar 1974 		-35.72%
Jul 1980 - Jun 1982 		57.49%
1044 out of 1816
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.00% +70.26%
Feb 1977 - Jan 1980 		-15.32%
Nov 1980 - Oct 1983 		23.84%
430 out of 1804
US Inflation Adjusted -0.86% +55.18%
Apr 1971 - Mar 1974 		-20.23%
Oct 1980 - Sep 1983 		58.43%
1054 out of 1804
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.00% +56.96%
Sep 1976 - Aug 1980 		-15.26%
Oct 1980 - Sep 1984 		22.60%
405 out of 1792
US Inflation Adjusted -0.87% +42.99%
Sep 1976 - Aug 1980 		-19.83%
Oct 1980 - Sep 1984 		57.48%
1030 out of 1792
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.00% +39.62%
Jan 1970 - Dec 1974 		-14.69%
Mar 1980 - Feb 1985 		23.71%
422 out of 1780
US Inflation Adjusted -1.01% +30.97%
Jan 1970 - Dec 1974 		-19.61%
Mar 1980 - Feb 1985 		58.54%
1042 out of 1780
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.00% +30.45%
Feb 1974 - Jan 1980 		-10.02%
Jul 1980 - Jun 1986 		23.64%
418 out of 1768
US Inflation Adjusted -0.99% +23.52%
Sep 2005 - Aug 2011 		-14.86%
Feb 1980 - Jan 1986 		57.41%
1015 out of 1768
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.00% +38.74%
Feb 1973 - Jan 1980 		-6.75%
Feb 1980 - Jan 1987 		22.10%
388 out of 1756
US Inflation Adjusted -1.11% +27.30%
Feb 1973 - Jan 1980 		-11.37%
Feb 1980 - Jan 1987 		56.66%
995 out of 1756
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.00% +38.89%
Feb 1972 - Jan 1980 		-6.28%
Oct 1980 - Sep 1988 		21.85%
381 out of 1744
US Inflation Adjusted -1.04% +28.24%
Feb 1972 - Jan 1980 		-10.34%
Oct 1980 - Sep 1988 		54.42%
949 out of 1744
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.00% +37.19%
Feb 1971 - Jan 1980 		-6.43%
Oct 1980 - Sep 1989 		22.06%
382 out of 1732
US Inflation Adjusted -0.98% +27.34%
Feb 1971 - Jan 1980 		-10.47%
Oct 1980 - Sep 1989 		54.68%
947 out of 1732
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.00% +34.02%
Feb 1970 - Jan 1980 		-5.99%
Jul 1980 - Jun 1990 		21.98%
378 out of 1720
US Inflation Adjusted -1.01% +24.69%
Feb 1970 - Jan 1980 		-10.17%
Jul 1980 - Jun 1990 		54.36%
935 out of 1720
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.00% +29.69%
Dec 1969 - Nov 1980 		-5.57%
Oct 1980 - Sep 1991 		21.02%
359 out of 1708
US Inflation Adjusted -0.83% +20.32%
Dec 1969 - Nov 1980 		-9.72%
Feb 1980 - Jan 1991 		53.92%
921 out of 1708
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.00% +27.57%
Feb 1968 - Jan 1980 		-5.25%
Oct 1980 - Sep 1992 		20.58%
349 out of 1696
US Inflation Adjusted -0.50% +19.07%
Feb 1968 - Jan 1980 		-9.40%
Feb 1980 - Jan 1992 		52.54%
891 out of 1696
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.00% +25.32%
Oct 1967 - Sep 1980 		-5.10%
Feb 1980 - Jan 1993 		22.62%
381 out of 1684
US Inflation Adjusted -0.18% +17.08%
Feb 1967 - Jan 1980 		-9.42%
Feb 1980 - Jan 1993 		50.65%
853 out of 1684
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.00% +23.34%
Oct 1966 - Sep 1980 		-4.06%
Dec 1987 - Nov 2001 		21.59%
361 out of 1672
US Inflation Adjusted -0.15% +15.53%
Feb 1966 - Jan 1980 		-8.06%
Feb 1980 - Jan 1994 		50.48%
844 out of 1672
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.05% +21.61%
Oct 1965 - Sep 1980 		-3.63%
Feb 1980 - Jan 1995 		21.27%
353 out of 1660
US Inflation Adjusted -0.07% +14.26%
Feb 1965 - Jan 1980 		-7.76%
Feb 1980 - Jan 1995 		50.42%
837 out of 1660
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.04% +20.16%
Oct 1964 - Sep 1980 		-3.47%
Oct 1980 - Sep 1996 		20.02%
330 out of 1648
US Inflation Adjusted +0.07% +13.27%
Feb 1964 - Jan 1980 		-7.20%
Oct 1980 - Sep 1996 		49.39%
814 out of 1648
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.08% +18.89%
Oct 1963 - Sep 1980 		-4.24%
Dec 1980 - Nov 1997 		19.38%
317 out of 1636
US Inflation Adjusted +0.30% +12.35%
Feb 1963 - Jan 1980 		-7.76%
Dec 1980 - Nov 1997 		49.08%
803 out of 1636
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.18% +17.73%
Oct 1962 - Sep 1980 		-4.54%
Sep 1980 - Aug 1998 		17.73%
288 out of 1624
US Inflation Adjusted +0.56% +11.53%
Feb 1962 - Jan 1980 		-8.06%
Sep 1980 - Aug 1998 		47.91%
778 out of 1624
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.49% +16.70%
Oct 1961 - Sep 1980 		-4.72%
Jul 1980 - Jun 1999 		15.76%
254 out of 1612
US Inflation Adjusted +0.69% +10.82%
Feb 1961 - Jan 1980 		-8.16%
Jul 1980 - Jun 1999 		46.53%
750 out of 1612
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 20 Years (240 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.79% +15.64%
Oct 1960 - Sep 1980 		-4.36%
Oct 1980 - Sep 2000 		15.69%
251 out of 1600
US Inflation Adjusted +0.72% +10.01%
Feb 1960 - Jan 1980 		-7.77%
Oct 1980 - Sep 2000 		46.00%
736 out of 1600
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the Gold Portfolio: ETF allocation and returns page.