Gold Portfolio: Rolling Returns

Last Update: 31 May 2023

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

Considering all 30 years rolling periods, you would have obtained a positive returns 93.40% of times

All the returns are calculated over the available historical serie, starting from January 1871 until May 2023.

In order to have complete information about the portfolio, please refer to the Gold Portfolio: ETF allocation and returns page.

Rolling Returns

Gold Portfolio: annualized rolling and average returns

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Rolling
Period		 Annualized Return (%) Negative
Periods
Average Latest Best Worst
1 Year
 3.98 6.53 179.42
Feb 1979 - Jan 1980 		-37.71
Apr 1981 - Mar 1982 		27.34%
2 Years
 3.59 1.10 92.76
Feb 1978 - Jan 1980 		-30.30
Jul 1980 - Jun 1982 		26.97%
3 Years
 3.41 3.82 70.26
Feb 1977 - Jan 1980 		-15.32
Nov 1980 - Oct 1983 		23.80%
4 Years
 3.28 10.27 56.96
Sep 1976 - Aug 1980 		-15.26
Oct 1980 - Sep 1984 		22.73%
5 Years
 3.18 8.17 39.62
Jan 1970 - Dec 1974 		-14.69
Mar 1980 - Feb 1985 		23.84%
6 Years
 3.13 7.13 30.45
Feb 1974 - Jan 1980 		-10.02
Jul 1980 - Jun 1986 		23.78%
7 Years
 3.11 6.66 38.74
Feb 1973 - Jan 1980 		-6.75
Feb 1980 - Jan 1987 		22.22%
8 Years
 3.10 6.03 38.89
Feb 1972 - Jan 1980 		-6.28
Oct 1980 - Sep 1988 		21.97%
9 Years
 3.10 4.72 37.19
Feb 1971 - Jan 1980 		-6.43
Oct 1980 - Sep 1989 		22.18%
10 Years
 3.11 3.13 34.02
Feb 1970 - Jan 1980 		-5.99
Jul 1980 - Jun 1990 		22.11%
11 Years
 3.13 1.69 29.69
Dec 1969 - Nov 1980 		-5.57
Oct 1980 - Sep 1991 		21.08%
12 Years
 3.15 1.66 27.57
Feb 1968 - Jan 1980 		-5.25
Oct 1980 - Sep 1992 		20.70%
13 Years
 3.16 3.34 25.32
Oct 1967 - Sep 1980 		-5.10
Feb 1980 - Jan 1993 		22.76%
14 Years
 3.16 4.67 23.34
Oct 1966 - Sep 1980 		-4.06
Dec 1987 - Nov 2001 		21.72%
15 Years
 3.15 5.02 21.61
Oct 1965 - Sep 1980 		-3.63
Feb 1980 - Jan 1995 		21.39%
20 Years
 3.07 8.40 15.64
Oct 1960 - Sep 1980 		-4.36
Oct 1980 - Sep 2000 		15.79%
30 Years
 2.95 5.37 9.81
Oct 1950 - Sep 1980 		-0.43
Feb 1875 - Jan 1905 		6.60%
Annualized rolling and average returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+3.98% +179.42%
Feb 1979 - Jan 1980 		-37.71%
Apr 1981 - Mar 1982 		27.34%
497 out of 1818
1 Year Annualized Rolling Returns over time
1 Year Annualized Rolling Returns Histogram

Annualized Rolling Returns - 2 Years (24 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+3.59% +92.76%
Feb 1978 - Jan 1980 		-30.30%
Jul 1980 - Jun 1982 		26.97%
487 out of 1806
2 Years Annualized Rolling Returns over time
2 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 3 Years (36 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+3.41% +70.26%
Feb 1977 - Jan 1980 		-15.32%
Nov 1980 - Oct 1983 		23.80%
427 out of 1794
3 Years Annualized Rolling Returns over time
3 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 4 Years (48 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+3.28% +56.96%
Sep 1976 - Aug 1980 		-15.26%
Oct 1980 - Sep 1984 		22.73%
405 out of 1782
4 Years Annualized Rolling Returns over time
4 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 5 Years (60 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+3.18% +39.62%
Jan 1970 - Dec 1974 		-14.69%
Mar 1980 - Feb 1985 		23.84%
422 out of 1770
5 Years Annualized Rolling Returns over time
5 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 6 Years (72 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+3.13% +30.45%
Feb 1974 - Jan 1980 		-10.02%
Jul 1980 - Jun 1986 		23.78%
418 out of 1758
6 Years Annualized Rolling Returns over time
6 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 7 Years (84 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+3.11% +38.74%
Feb 1973 - Jan 1980 		-6.75%
Feb 1980 - Jan 1987 		22.22%
388 out of 1746
7 Years Annualized Rolling Returns over time
7 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 8 Years (96 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+3.10% +38.89%
Feb 1972 - Jan 1980 		-6.28%
Oct 1980 - Sep 1988 		21.97%
381 out of 1734
8 Years Annualized Rolling Returns over time
8 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 9 Years (108 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+3.10% +37.19%
Feb 1971 - Jan 1980 		-6.43%
Oct 1980 - Sep 1989 		22.18%
382 out of 1722
9 Years Annualized Rolling Returns over time
9 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 10 Years (120 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+3.11% +34.02%
Feb 1970 - Jan 1980 		-5.99%
Jul 1980 - Jun 1990 		22.11%
378 out of 1710
10 Years Annualized Rolling Returns over time
10 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 11 Years (132 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+3.13% +29.69%
Dec 1969 - Nov 1980 		-5.57%
Oct 1980 - Sep 1991 		21.08%
358 out of 1698
11 Years Annualized Rolling Returns over time
11 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 12 Years (144 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+3.15% +27.57%
Feb 1968 - Jan 1980 		-5.25%
Oct 1980 - Sep 1992 		20.70%
349 out of 1686
12 Years Annualized Rolling Returns over time
12 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 13 Years (156 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+3.16% +25.32%
Oct 1967 - Sep 1980 		-5.10%
Feb 1980 - Jan 1993 		22.76%
381 out of 1674
13 Years Annualized Rolling Returns over time
13 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 14 Years (168 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+3.16% +23.34%
Oct 1966 - Sep 1980 		-4.06%
Dec 1987 - Nov 2001 		21.72%
361 out of 1662
14 Years Annualized Rolling Returns over time
14 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 15 Years (180 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+3.15% +21.61%
Oct 1965 - Sep 1980 		-3.63%
Feb 1980 - Jan 1995 		21.39%
353 out of 1650
15 Years Annualized Rolling Returns over time
15 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 20 Years (240 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+3.07% +15.64%
Oct 1960 - Sep 1980 		-4.36%
Oct 1980 - Sep 2000 		15.79%
251 out of 1590
20 Years Annualized Rolling Returns over time
20 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 30 Years (360 months)

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Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+2.95% +9.81%
Oct 1950 - Sep 1980 		-0.43%
Feb 1875 - Jan 1905 		6.60%
97 out of 1470
30 Years Annualized Rolling Returns over time
30 Years Annualized Rolling Returns Histogram

In order to have complete information about the portfolio, please refer to the Gold Portfolio: ETF allocation and returns page.