Roger Gibson Talmud Portfolio: Rolling Returns

Last Update: 31 May 2023

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

Considering all 14 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 90.54% of times

All the returns are calculated over the available historical serie, starting from January 1928 until May 2023.

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

Rolling Returns

Roger Gibson Talmud Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period		 Annualized Return (%) Negative
Periods
Average Latest Best Worst
1 Year
 8.44 -5.44 80.26
Jul 1932 - Jun 1933 		-44.00
Jul 1931 - Jun 1932 		20.55%
2 Years
 8.13 -4.09 34.84
Mar 2009 - Feb 2011 		-30.93
Jun 1930 - May 1932 		11.32%
3 Years
 8.05 4.68 25.91
Jul 1982 - Jun 1985 		-21.82
Jul 1929 - Jun 1932 		9.46%
4 Years
 8.07 4.71 25.56
Jul 1982 - Jun 1986 		-12.86
Jun 1928 - May 1932 		6.65%
5 Years
 8.16 5.36 22.84
Aug 1982 - Jul 1987 		-7.45
Apr 1928 - Mar 1933 		4.24%
6 Years
 8.21 5.30 20.68
Apr 1980 - Mar 1986 		-4.28
Sep 1929 - Aug 1935 		3.07%
7 Years
 8.26 5.56 19.85
Apr 1980 - Mar 1987 		-1.75
Apr 1928 - Mar 1935 		0.94%
8 Years
 8.30 5.43 18.58
Mar 1979 - Feb 1987 		-2.31
Apr 1930 - Mar 1938 		0.38%
9 Years
 8.32 5.76 17.94
Mar 1978 - Feb 1987 		-1.30
Apr 1929 - Mar 1938 		0.67%
10 Years
 8.33 6.35 16.67
Jun 1976 - May 1986 		-1.00
Sep 1929 - Aug 1939 		0.29%
11 Years
 8.36 7.09 17.04
Jan 1975 - Dec 1985 		-0.52
Sep 1929 - Aug 1940 		0.39%
12 Years
 8.38 6.74 17.28
Sep 1974 - Aug 1986 		-0.47
May 1930 - Apr 1942 		0.30%
13 Years
 8.41 7.78 16.88
Oct 1974 - Sep 1987 		-0.66
Sep 1929 - Aug 1942 		0.51%
14 Years
 8.43 9.18 15.60
Oct 1974 - Sep 1988 		0.95
May 1928 - Apr 1942 		0.00%
15 Years
 8.45 6.46 15.71
Oct 1974 - Sep 1989 		1.47
Sep 1929 - Aug 1944 		0.00%
20 Years
 8.59 7.55 14.06
Mar 1978 - Feb 1998 		3.02
Sep 1929 - Aug 1949 		0.00%
30 Years
 8.73 8.00 12.99
Jan 1975 - Dec 2004 		4.83
Oct 1929 - Sep 1959 		0.00%
Annualized rolling and average returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+8.44% +80.26%
Jul 1932 - Jun 1933 		-44.00%
Jul 1931 - Jun 1932 		20.55%
233 out of 1134
1 Year Annualized Rolling Returns over time
1 Year Annualized Rolling Returns Histogram

Annualized Rolling Returns - 2 Years (24 months)

Swipe left to see all data
Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+8.13% +34.84%
Mar 2009 - Feb 2011 		-30.93%
Jun 1930 - May 1932 		11.32%
127 out of 1122
2 Years Annualized Rolling Returns over time
2 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 3 Years (36 months)

Swipe left to see all data
Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+8.05% +25.91%
Jul 1982 - Jun 1985 		-21.82%
Jul 1929 - Jun 1932 		9.46%
105 out of 1110
3 Years Annualized Rolling Returns over time
3 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 4 Years (48 months)

Swipe left to see all data
Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+8.07% +25.56%
Jul 1982 - Jun 1986 		-12.86%
Jun 1928 - May 1932 		6.65%
73 out of 1098
4 Years Annualized Rolling Returns over time
4 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 5 Years (60 months)

Swipe left to see all data
Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+8.16% +22.84%
Aug 1982 - Jul 1987 		-7.45%
Apr 1928 - Mar 1933 		4.24%
46 out of 1086
5 Years Annualized Rolling Returns over time
5 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 6 Years (72 months)

Swipe left to see all data
Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+8.21% +20.68%
Apr 1980 - Mar 1986 		-4.28%
Sep 1929 - Aug 1935 		3.07%
33 out of 1074
6 Years Annualized Rolling Returns over time
6 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 7 Years (84 months)

Swipe left to see all data
Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+8.26% +19.85%
Apr 1980 - Mar 1987 		-1.75%
Apr 1928 - Mar 1935 		0.94%
10 out of 1062
7 Years Annualized Rolling Returns over time
7 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 8 Years (96 months)

Swipe left to see all data
Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+8.30% +18.58%
Mar 1979 - Feb 1987 		-2.31%
Apr 1930 - Mar 1938 		0.38%
4 out of 1050
8 Years Annualized Rolling Returns over time
8 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 9 Years (108 months)

Swipe left to see all data
Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+8.32% +17.94%
Mar 1978 - Feb 1987 		-1.30%
Apr 1929 - Mar 1938 		0.67%
7 out of 1038
9 Years Annualized Rolling Returns over time
9 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 10 Years (120 months)

Swipe left to see all data
Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+8.33% +16.67%
Jun 1976 - May 1986 		-1.00%
Sep 1929 - Aug 1939 		0.29%
3 out of 1026
10 Years Annualized Rolling Returns over time
10 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 11 Years (132 months)

Swipe left to see all data
Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+8.36% +17.04%
Jan 1975 - Dec 1985 		-0.52%
Sep 1929 - Aug 1940 		0.39%
4 out of 1014
11 Years Annualized Rolling Returns over time
11 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 12 Years (144 months)

Swipe left to see all data
Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+8.38% +17.28%
Sep 1974 - Aug 1986 		-0.47%
May 1930 - Apr 1942 		0.30%
3 out of 1002
12 Years Annualized Rolling Returns over time
12 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 13 Years (156 months)

Swipe left to see all data
Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+8.41% +16.88%
Oct 1974 - Sep 1987 		-0.66%
Sep 1929 - Aug 1942 		0.51%
5 out of 990
13 Years Annualized Rolling Returns over time
13 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 14 Years (168 months)

Swipe left to see all data
Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+8.43% +15.60%
Oct 1974 - Sep 1988 		+0.95%
May 1928 - Apr 1942 		0.00%
0 out of 978
14 Years Annualized Rolling Returns over time
14 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 15 Years (180 months)

Swipe left to see all data
Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+8.45% +15.71%
Oct 1974 - Sep 1989 		+1.47%
Sep 1929 - Aug 1944 		0.00%
0 out of 966
15 Years Annualized Rolling Returns over time
15 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 20 Years (240 months)

Swipe left to see all data
Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+8.59% +14.06%
Mar 1978 - Feb 1998 		+3.02%
Sep 1929 - Aug 1949 		0.00%
0 out of 906
20 Years Annualized Rolling Returns over time
20 Years Annualized Rolling Returns Histogram

Annualized Rolling Returns - 30 Years (360 months)

Swipe left to see all data
Average
Return		 Best
Return		 Worst
Return		 Negative
Periods
+8.73% +12.99%
Jan 1975 - Dec 2004 		+4.83%
Oct 1929 - Sep 1959 		0.00%
0 out of 786
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 Roger Gibson Talmud Portfolio: ETF allocation and returns page.