Gretchen Tai Portfolio: Rolling Returns

Last Update: 31 May 2023

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

Considering all 6 years rolling periods, you would have obtained a positive returns 100.00% of times

Considering all 3 years rolling periods, you would have obtained a positive returns 91.06% of times

All the returns are calculated over the available historical serie, starting from January 1986 until May 2023.

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

Rolling Returns

Gretchen Tai Portfolio: annualized rolling and average returns

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Rolling Period	Annualized Return (%)				Negative Periods
Rolling Period	Average	Latest	Best	Worst	Negative Periods
1 Year	9.04	-2.06	47.83 Mar 2009 - Feb 2010	-35.66 Mar 2008 - Feb 2009	21.23%
2 Years	8.68	-5.06	32.23 Mar 2009 - Feb 2011	-18.83 Mar 2007 - Feb 2009	12.68%
3 Years	8.61	5.49	21.76 Mar 2009 - Feb 2012	-9.14 Mar 2006 - Feb 2009	8.94%
4 Years	8.47	5.10	19.60 Apr 2003 - Mar 2007	-3.94 Mar 2005 - Feb 2009	2.49%
5 Years	8.43	4.06	17.78 Nov 2002 - Oct 2007	-0.83 Mar 2004 - Feb 2009	0.51%
6 Years	8.41	4.84	15.91 Jan 1986 - Dec 1991	2.85 Mar 1997 - Feb 2003	0.00%
7 Years	8.35	6.04	15.16 Oct 1990 - Sep 1997	2.68 Mar 2002 - Feb 2009	0.00%
8 Years	8.29	4.82	15.71 Feb 1986 - Jan 1994	1.70 Mar 2001 - Feb 2009	0.00%
9 Years	8.26	4.79	13.90 Jan 1991 - Dec 1999	0.80 Mar 2000 - Feb 2009	0.00%
10 Years	8.24	5.62	13.86 Feb 1986 - Jan 1996	2.79 Mar 1999 - Feb 2009	0.00%
11 Years	8.19	6.77	13.47 Jan 1986 - Dec 1996	2.80 Mar 1998 - Feb 2009	0.00%
12 Years	8.12	5.69	13.29 Jan 1986 - Dec 1997	3.81 Mar 1997 - Feb 2009	0.00%
13 Years	8.06	6.95	13.04 Jan 1986 - Dec 1998	4.31 Mar 1996 - Feb 2009	0.00%
14 Years	7.98	7.53	13.66 Jan 1986 - Dec 1999	4.98 Apr 2006 - Mar 2020	0.00%
15 Years	7.86	5.22	12.47 Feb 1986 - Jan 2001	4.20 Oct 2007 - Sep 2022	0.00%
20 Years	8.03	7.37	11.27 Feb 1986 - Jan 2006	5.28 Apr 2000 - Mar 2020	0.00%
30 Years	8.29	7.16	9.28 Jan 1986 - Dec 2015	7.16 Jun 1993 - May 2023	0.00%

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
+9.04%	+47.83% Mar 2009 - Feb 2010	-35.66% Mar 2008 - Feb 2009	21.23% 93 out of 438

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
+8.68%	+32.23% Mar 2009 - Feb 2011	-18.83% Mar 2007 - Feb 2009	12.68% 54 out of 426

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
+8.61%	+21.76% Mar 2009 - Feb 2012	-9.14% Mar 2006 - Feb 2009	8.94% 37 out of 414

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
+8.47%	+19.60% Apr 2003 - Mar 2007	-3.94% Mar 2005 - Feb 2009	2.49% 10 out of 402

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
+8.43%	+17.78% Nov 2002 - Oct 2007	-0.83% Mar 2004 - Feb 2009	0.51% 2 out of 390

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
+8.41%	+15.91% Jan 1986 - Dec 1991	+2.85% Mar 1997 - Feb 2003	0.00% 0 out of 378

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
+8.35%	+15.16% Oct 1990 - Sep 1997	+2.68% Mar 2002 - Feb 2009	0.00% 0 out of 366

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
+8.29%	+15.71% Feb 1986 - Jan 1994	+1.70% Mar 2001 - Feb 2009	0.00% 0 out of 354

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
+8.26%	+13.90% Jan 1991 - Dec 1999	+0.80% Mar 2000 - Feb 2009	0.00% 0 out of 342

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
+8.24%	+13.86% Feb 1986 - Jan 1996	+2.79% Mar 1999 - Feb 2009	0.00% 0 out of 330

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
+8.19%	+13.47% Jan 1986 - Dec 1996	+2.80% Mar 1998 - Feb 2009	0.00% 0 out of 318

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
+8.12%	+13.29% Jan 1986 - Dec 1997	+3.81% Mar 1997 - Feb 2009	0.00% 0 out of 306

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
+8.06%	+13.04% Jan 1986 - Dec 1998	+4.31% Mar 1996 - Feb 2009	0.00% 0 out of 294

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
+7.98%	+13.66% Jan 1986 - Dec 1999	+4.98% Apr 2006 - Mar 2020	0.00% 0 out of 282

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
+7.86%	+12.47% Feb 1986 - Jan 2001	+4.20% Oct 2007 - Sep 2022	0.00% 0 out of 270

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
+8.03%	+11.27% Feb 1986 - Jan 2006	+5.28% Apr 2000 - Mar 2020	0.00% 0 out of 210

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
+8.29%	+9.28% Jan 1986 - Dec 2015	+7.16% Jun 1993 - May 2023	0.00% 0 out of 90

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 Gretchen Tai Portfolio: ETF allocation and returns page.