Gretchen Tai Portfolio: Rolling Returns

Data Source: from January 1986 to April 2024 (~38 years)
Consolidated Returns as of 30 April 2024

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

Considering all the available data source (~38 years), the longest period with a negative return lasted 62 months (from January 2004 to February 2009).

This means that every rolling period of 63 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Gretchen Tai 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

GRETCHEN TAI PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 5.55% (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.

GRETCHEN TAI PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1986 - 30 April 2024 (~38 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +10.62% +47.83%
Mar 2009 - Feb 2010
-35.66%
Mar 2008 - Feb 2009
20.71%
93 out of 449
US Inflation Adjusted +7.63% +44.72%
Mar 2009 - Feb 2010
-35.67%
Mar 2008 - Feb 2009
26.06%
117 out of 449
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +9.59% +32.23%
Mar 2009 - Feb 2011
-18.83%
Mar 2007 - Feb 2009
14.19%
62 out of 437
US Inflation Adjusted +6.95% +29.46%
Mar 2009 - Feb 2011
-20.47%
Mar 2007 - Feb 2009
17.85%
78 out of 437
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +9.34% +21.76%
Mar 2009 - Feb 2012
-9.14%
Mar 2006 - Feb 2009
8.71%
37 out of 425
US Inflation Adjusted +6.21% +18.92%
Mar 2009 - Feb 2012
-11.07%
Mar 2006 - Feb 2009
16.24%
69 out of 425
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.54% +19.60%
Apr 2003 - Mar 2007
-3.94%
Mar 2005 - Feb 2009
2.42%
10 out of 413
US Inflation Adjusted +6.18% +16.36%
Apr 2003 - Mar 2007
-6.31%
Mar 2005 - Feb 2009
10.90%
45 out of 413
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.39% +17.78%
Nov 2002 - Oct 2007
-0.83%
Mar 2004 - Feb 2009
0.50%
2 out of 401
US Inflation Adjusted +5.81% +14.90%
Mar 2009 - Feb 2014
-3.38%
Mar 2004 - Feb 2009
5.49%
22 out of 401
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.54% +15.91%
Jan 1986 - Dec 1991
+2.85%
Mar 1997 - Feb 2003
0.00%
0 out of 389
US Inflation Adjusted +5.37% +13.61%
Mar 2009 - Feb 2015
-0.48%
Nov 2017 - Oct 2023
0.26%
1 out of 389
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.71% +15.16%
Oct 1990 - Sep 1997
+2.68%
Mar 2002 - Feb 2009
0.00%
0 out of 377
US Inflation Adjusted +5.53% +11.98%
Oct 1990 - Sep 1997
+0.10%
Mar 2002 - Feb 2009
0.00%
0 out of 377
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.64% +15.71%
Feb 1986 - Jan 1994
+1.70%
Mar 2001 - Feb 2009
0.00%
0 out of 365
US Inflation Adjusted +5.19% +11.64%
Feb 1986 - Jan 1994
-0.68%
Mar 2001 - Feb 2009
0.55%
2 out of 365
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.05% +13.90%
Jan 1991 - Dec 1999
+0.80%
Mar 2000 - Feb 2009
0.00%
0 out of 353
US Inflation Adjusted +5.60% +11.03%
Jan 1991 - Dec 1999
-1.68%
Mar 2000 - Feb 2009
1.13%
4 out of 353
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.93% +13.86%
Feb 1986 - Jan 1996
+2.79%
Mar 1999 - Feb 2009
0.00%
0 out of 341
US Inflation Adjusted +5.64% +10.22%
Oct 1990 - Sep 2000
+0.19%
Mar 1999 - Feb 2009
0.00%
0 out of 341
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.08% +13.47%
Jan 1986 - Dec 1996
+2.80%
Mar 1998 - Feb 2009
0.00%
0 out of 329
US Inflation Adjusted +5.61% +9.69%
Feb 1986 - Jan 1997
+0.29%
Mar 1998 - Feb 2009
0.00%
0 out of 329
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +8.16% +13.29%
Jan 1986 - Dec 1997
+3.81%
Mar 1997 - Feb 2009
0.00%
0 out of 317
US Inflation Adjusted +5.46% +9.67%
Jan 1986 - Dec 1997
+1.36%
Mar 1997 - Feb 2009
0.00%
0 out of 317
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.69% +13.04%
Jan 1986 - Dec 1998
+4.31%
Mar 1996 - Feb 2009
0.00%
0 out of 305
US Inflation Adjusted +5.32% +9.57%
Feb 1986 - Jan 1999
+1.80%
Mar 1996 - Feb 2009
0.00%
0 out of 305
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.53% +13.66%
Jan 1986 - Dec 1999
+4.98%
Apr 2006 - Mar 2020
0.00%
0 out of 293
US Inflation Adjusted +5.11% +10.20%
Jan 1986 - Dec 1999
+2.86%
Mar 1995 - Feb 2009
0.00%
0 out of 293
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.48% +12.47%
Feb 1986 - Jan 2001
+4.20%
Oct 2007 - Sep 2022
0.00%
0 out of 281
US Inflation Adjusted +5.12% +9.01%
Feb 1986 - Jan 2001
+1.79%
Oct 2007 - Sep 2022
0.00%
0 out of 281
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.55% +11.07%
Jan 1986 - Dec 2001
+4.32%
Nov 2007 - Oct 2023
0.00%
0 out of 269
US Inflation Adjusted +5.14% +8.03%
Dec 1990 - Nov 2006
+1.83%
Nov 2007 - Oct 2023
0.00%
0 out of 269
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.61% +11.35%
Oct 1990 - Sep 2007
+5.14%
Nov 2006 - Oct 2023
0.00%
0 out of 257
US Inflation Adjusted +5.22% +8.42%
Oct 1990 - Sep 2007
+2.57%
Nov 2006 - Oct 2023
0.00%
0 out of 257
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.74% +10.93%
Feb 1986 - Jan 2004
+5.85%
Nov 2005 - Oct 2023
0.00%
0 out of 245
US Inflation Adjusted +5.26% +7.72%
Feb 1986 - Jan 2004
+3.27%
May 2006 - Apr 2024
0.00%
0 out of 245
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.78% +11.13%
Jan 1986 - Dec 2004
+5.61%
Jan 2000 - Dec 2018
0.00%
0 out of 233
US Inflation Adjusted +5.31% +7.90%
Jan 1986 - Dec 2004
+3.39%
Jan 2000 - Dec 2018
0.00%
0 out of 233
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)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +7.85% +11.27%
Feb 1986 - Jan 2006
+5.28%
Apr 2000 - Mar 2020
0.00%
0 out of 221
US Inflation Adjusted +5.24% +8.00%
Feb 1986 - Jan 2006
+3.14%
Apr 2000 - Mar 2020
0.00%
0 out of 221
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 Gretchen Tai Portfolio: ETF allocation and returns page.