Gold Portfolio: Rolling Returns

Data Source: from January 1871 to April 2024 (~153 years)
Consolidated Returns as of 30 April 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 April 2024

The annualized return of the last 10 years has been 5.48% (updated at Apr 30, 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 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1871 - 30 April 2024 (~153 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +0.00% +179.42%
Feb 1979 - Jan 1980
-37.71%
Apr 1981 - Mar 1982
27.17%
497 out of 1829
US Inflation Adjusted -0.91% +145.39%
Feb 1979 - Jan 1980
-42.05%
Oct 1980 - Sep 1981
54.02%
988 out of 1829
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
26.80%
487 out of 1817
US Inflation Adjusted -1.00% +75.99%
Apr 1972 - Mar 1974
-35.72%
Jul 1980 - Jun 1982
57.46%
1044 out of 1817
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
23.82%
430 out of 1805
US Inflation Adjusted -0.84% +55.18%
Apr 1971 - Mar 1974
-20.23%
Oct 1980 - Sep 1983
58.39%
1054 out of 1805
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
22.59%
405 out of 1793
US Inflation Adjusted -0.87% +42.99%
Sep 1976 - Aug 1980
-19.83%
Oct 1980 - Sep 1984
57.45%
1030 out of 1793
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
23.69%
422 out of 1781
US Inflation Adjusted -1.00% +30.97%
Jan 1970 - Dec 1974
-19.61%
Mar 1980 - Feb 1985
58.51%
1042 out of 1781
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
23.63%
418 out of 1769
US Inflation Adjusted -0.99% +23.52%
Sep 2005 - Aug 2011
-14.86%
Feb 1980 - Jan 1986
57.38%
1015 out of 1769
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
22.08%
388 out of 1757
US Inflation Adjusted -1.11% +27.30%
Feb 1973 - Jan 1980
-11.37%
Feb 1980 - Jan 1987
56.63%
995 out of 1757
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
21.83%
381 out of 1745
US Inflation Adjusted -1.02% +28.24%
Feb 1972 - Jan 1980
-10.34%
Oct 1980 - Sep 1988
54.38%
949 out of 1745
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
22.04%
382 out of 1733
US Inflation Adjusted -0.98% +27.34%
Feb 1971 - Jan 1980
-10.47%
Oct 1980 - Sep 1989
54.65%
947 out of 1733
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
21.96%
378 out of 1721
US Inflation Adjusted -0.98% +24.69%
Feb 1970 - Jan 1980
-10.17%
Jul 1980 - Jun 1990
54.33%
935 out of 1721
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
21.01%
359 out of 1709
US Inflation Adjusted -0.82% +20.32%
Dec 1969 - Nov 1980
-9.72%
Feb 1980 - Jan 1991
53.89%
921 out of 1709
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution