Roger Gibson Talmud Portfolio: Rolling Returns

Data Source: from January 1928 to March 2024 (~96 years)
Consolidated Returns as of 31 March 2024

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

Considering all the available data source (~96 years), the longest period with a negative return lasted 160 months (from September 1929 to December 1942).

This means that every rolling period of 161 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Roger Gibson Talmud 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

ROGER GIBSON TALMUD PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to March 2024

The annualized return of the last 10 years has been 6.86% (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.

ROGER GIBSON TALMUD PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 April 1994 - 31 March 2024 (30 Years)
Data Source: 1 January 1928 - 31 March 2024 (~96 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.64% +80.26%
Jul 1932 - Jun 1933
-44.00%
Jul 1931 - Jun 1932
20.45%
234 out of 1144
US Inflation Adjusted +5.17% +93.04%
Jul 1932 - Jun 1933
-37.82%
Jul 1931 - Jun 1932
28.85%
330 out of 1144
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 +7.92% +34.84%
Mar 2009 - Feb 2011
-30.93%
Jun 1930 - May 1932
12.01%
136 out of 1132
US Inflation Adjusted +4.66% +32.02%
Mar 2009 - Feb 2011
-23.45%
Mar 2007 - Feb 2009
22.26%
252 out of 1132
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 +8.06% +25.91%
Jul 1982 - Jun 1985
-21.82%
Jul 1929 - Jun 1932
9.38%
105 out of 1120
US Inflation Adjusted +4.68% +21.67%
Jul 1982 - Jun 1985
-15.62%
Jul 1929 - Jun 1932
16.43%
184 out of 1120
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 +7.88% +25.56%
Jul 1982 - Jun 1986
-12.86%
Jun 1928 - May 1932
6.59%
73 out of 1108
US Inflation Adjusted +4.52% +21.84%
Jul 1982 - Jun 1986
-8.03%
Jan 1971 - Dec 1974
15.16%
168 out of 1108
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 +7.96% +22.84%
Aug 1982 - Jul 1987
-7.45%
Apr 1928 - Mar 1933
4.20%
46 out of 1096
US Inflation Adjusted +4.76% +19.10%
Aug 1982 - Jul 1987
-5.97%
Oct 1969 - Sep 1974
11.31%
124 out of 1096
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 +7.72% +20.68%
Apr 1980 - Mar 1986
-4.28%
Sep 1929 - Aug 1935
3.04%
33 out of 1084
US Inflation Adjusted +4.86% +16.25%
Mar 2009 - Feb 2015
-6.41%
Dec 1968 - Nov 1974
9.32%
101 out of 1084
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 +7.91% +19.85%
Apr 1980 - Mar 1987
-1.75%
Apr 1928 - Mar 1935
0.93%
10 out of 1072
US Inflation Adjusted +4.83% +14.21%
Apr 1980 - Mar 1987
-5.31%
Oct 1967 - Sep 1974
8.49%
91 out of 1072
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 +7.94% +18.58%
Mar 1979 - Feb 1987
-2.31%
Apr 1930 - Mar 1938
0.38%
4 out of 1060
US Inflation Adjusted +4.92% +12.81%
Mar 2009 - Feb 2017
-3.54%
Jan 1967 - Dec 1974
6.51%
69 out of 1060
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 +7.92% +17.94%
Mar 1978 - Feb 1987
-1.30%
Apr 1929 - Mar 1938
0.67%
7 out of 1048
US Inflation Adjusted +5.03% +11.32%
Aug 1982 - Jul 1991
-3.63%
Oct 1965 - Sep 1974
7.25%
76 out of 1048
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 +7.81% +16.67%
Jun 1976 - May 1986
-1.00%
Sep 1929 - Aug 1939
0.29%
3 out of 1036
US Inflation Adjusted +4.78% +11.26%
Aug 1982 - Jul 1992
-3.03%
Oct 1964 - Sep 1974
6.56%
68 out of 1036
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 +7.79% +17.04%
Jan 1975 - Dec 1985
-0.52%
Sep 1929 - Aug 1940
0.39%
4 out of 1024
US Inflation Adjusted +4.89% +11.43%
Jul 1982 - Jun 1993
-2.14%
Jan 1964 - Dec 1974
5.96%
61 out of 1024
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 +7.70% +17.28%
Sep 1974 - Aug 1986
-0.47%
May 1930 - Apr 1942
0.30%
3 out of 1012
US Inflation Adjusted +4.87% +11.03%
Oct 1981 - Sep 1993
-1.44%
Jan 1963 - Dec 1974
4.64%
47 out of 1012
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 +7.73% +16.88%
Oct 1974 - Sep 1987
-0.66%
Sep 1929 - Aug 1942
0.50%
5 out of 1000
US Inflation Adjusted +4.93% +10.15%
Apr 1980 - Mar 1993
-1.51%
Jan 1962 - Dec 1974
2.70%
27 out of 1000
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 +7.88% +15.60%
Oct 1974 - Sep 1988
+0.95%
May 1928 - Apr 1942
0.00%
0 out of 988
US Inflation Adjusted +5.05% +10.10%
Jul 1982 - Jun 1996
-0.80%
Jan 1961 - Dec 1974
2.43%
24 out of 988
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 +7.88% +15.71%
Oct 1974 - Sep 1989
+1.47%
Sep 1929 - Aug 1944
0.00%
0 out of 976
US Inflation Adjusted +4.93% +11.06%
Aug 1982 - Jul 1997
-0.52%
Jan 1960 - Dec 1974
1.02%
10 out of 976
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 +7.95% +14.64%
Apr 1982 - Mar 1998
+2.22%
Sep 1929 - Aug 1945
0.00%
0 out of 964
US Inflation Adjusted +4.76% +10.98%
Jul 1982 - Jun 1998
-0.35%
Jan 1959 - Dec 1974
0.41%
4 out of 964
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 +7.95% +14.90%
Jan 1975 - Dec 1991
+2.78%
Oct 1929 - Sep 1946
0.00%
0 out of 952
US Inflation Adjusted +4.76% +10.51%
Jul 1982 - Jun 1999
+0.14%
Oct 1964 - Sep 1981
0.00%
0 out of 952
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 +8.03% +14.65%
Oct 1975 - Sep 1993
+3.07%
Sep 1929 - Aug 1947
0.00%
0 out of 940
US Inflation Adjusted +4.69% +10.19%
Aug 1982 - Jul 2000
+0.19%
Jan 1957 - Dec 1974
0.00%
0 out of 940
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 +7.95% +14.91%
Oct 1974 - Sep 1993
+3.25%
Sep 1929 - Aug 1948
0.00%
0 out of 928
US Inflation Adjusted +4.56% +9.79%
Oct 1981 - Sep 2000
+0.17%
Jan 1956 - Dec 1974
0.00%
0 out of 928
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 +8.04% +14.06%
Mar 1978 - Feb 1998
+3.02%
Sep 1929 - Aug 1