When holding the Roger Gibson Talmud Portfolio, how long should you stay invested to have high probability to achieve a positive return?
Over the selected period (~97 years), the longest duration with a negative return was 160 months (from September 1929 to December 1942).
This indicates that, within the same timeframe, any rolling period of 161 months or more has consistently resulted in a positive return.
Understanding this metric is crucial as it highlights the importance of a safe investment horizon. Knowing the minimum duration required to likely see positive returns helps investors set realistic expectations and reinforces the strategy of staying invested through market cycles. This approach can mitigate the emotional reactions to short-term market fluctuations and enhance the likelihood of achieving financial goals.
Roger Gibson Talmud Portfolio: ETF allocation and returns
Previous vs subsequent Returns
Is there a correlation between past and future returns over all 10-year rolling periods?
The following chart illustrates the relationship between past returns (x-axis) and subsequent returns (y-axis).
Data points are aggregated to show occurrences, and you can zoom in by clicking or drawing over the desired area.
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As of Mar 31, 2025, the annualized return of the previous 10 years has been 6.27%.
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.
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Rolling Period Analysis
By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.
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Worst | Median | Best | Negative Periods |
---|---|---|---|
-44.00%
Jul 1931 - Jun 1932 |
+8.95% |
+80.26%
Jul 1932 - Jun 1933 |
20.24%
234 out of 1156 |
-37.82%
Jul 1931 - Jun 1932 |
+5.25% |
+93.04%
Jul 1932 - Jun 1933 |
28.55%
330 out of 1156 |
-30.93%
Jun 1930 - May 1932 |
+7.93% |
+34.84%
Mar 2009 - Feb 2011 |
11.80%
135 out of 1144 |
-23.45%
Mar 2007 - Feb 2009 |
+4.70% |
+32.02%
Mar 2009 - Feb 2011 |
22.20%
254 out of 1144 |
-21.82%
Jul 1929 - Jun 1932 |
+7.96% |
+25.91%
Jul 1982 - Jun 1985 |
9.28%
105 out of 1132 |
-15.62%
Jul 1929 - Jun 1932 |
+4.63% |
+21.67%
Jul 1982 - Jun 1985 |
17.23%
195 out of 1132 |
-12.86%
Jun 1928 - May 1932 |
+7.81% |
+25.56%
Jul 1982 - Jun 1986 |
6.52%
73 out of 1120 |
-8.03%
Jan 1971 - Dec 1974 |
+4.48% |
+21.84%
Jul 1982 - Jun 1986 |
15.09%
169 out of 1120 |
-7.45%
Apr 1928 - Mar 1933 |
+7.90% |
+22.84%
Aug 1982 - Jul 1987 |
4.15%
46 out of 1108 |
-5.97%
Oct 1969 - Sep 1974 |
+4.66% |
+19.10%
Aug 1982 - Jul 1987 |
11.19%
124 out of 1108 |
-4.28%
Sep 1929 - Aug 1935 |
+7.71% |
+20.68%
Apr 1980 - Mar 1986 |
3.01%
33 out of 1096 |
-6.41%
Dec 1968 - Nov 1974 |
+4.81% |
+16.25%
Mar 2009 - Feb 2015 |
9.22%
101 out of 1096 |
-1.75%
Apr 1928 - Mar 1935 |
+7.89% |
+19.85%
Apr 1980 - Mar 1987 |
0.92%
10 out of 1084 |
-5.31%
Oct 1967 - Sep 1974 |
+4.79% |
+14.21%
Apr 1980 - Mar 1987 |
8.39%
91 out of 1084 |
-2.31%
Apr 1930 - Mar 1938 |
+7.92% |
+18.58%
Mar 1979 - Feb 1987 |
0.37%
4 out of 1072 |
-3.54%
Jan 1967 - Dec 1974 |
+4.89% |
+12.81%
Mar 2009 - Feb 2017 |
6.44%
69 out of 1072 |
-1.30%
Apr 1929 - Mar 1938 |
+7.89% |
+17.94%
Mar 1978 - Feb 1987 |
0.66%
7 out of 1060 |
-3.63%
Oct 1965 - Sep 1974 |
+4.97% |
+11.32%
Aug 1982 - Jul 1991 |
7.17%
76 out of 1060 |
-1.00%
Sep 1929 - Aug 1939 |
+7.77% |
+16.67%
Jun 1976 - May 1986 |
0.29%
3 out of 1048 |
-3.03%
Oct 1964 - Sep 1974 |
+4.76% |
+11.26%
Aug 1982 - Jul 1992 |
6.49%
68 out of 1048 |
-0.52%
Sep 1929 - Aug 1940 |
+7.77% |
+17.04%
Jan 1975 - Dec 1985 |
0.39%
4 out of 1036 |
-2.14%
Jan 1964 - Dec 1974 |
+4.87% |
+11.43%
Jul 1982 - Jun 1993 |
5.89%
61 out of 1036 |
-0.47%
May 1930 - Apr 1942 |
+7.69% |
+17.28%
Sep 1974 - Aug 1986 |
0.29%
3 out of 1024 |
-1.44%
Jan 1963 - Dec 1974 |
+4.87% |
+11.03%
Oct 1981 - Sep 1993 |
4.59%
47 out of 1024 |
-0.66%
Sep 1929 - Aug 1942 |
+7.75% |
+16.88%
Oct 1974 - Sep 1987 |
0.49%
5 out of 1012 |
-1.51%
Jan 1962 - Dec 1974 |
+4.93% |
+10.15%
Apr 1980 - Mar 1993 |
2.67%
27 out of 1012 |
+0.95%
May 1928 - Apr 1942 |
+7.88% |
+15.60%
Oct 1974 - Sep 1988 |
0.00%
0 out of 1000 |
-0.80%
Jan 1961 - Dec 1974 |
+5.07% |
+10.10%
Jul 1982 - Jun 1996 |
2.40%
24 out of 1000 |
+1.47%
Sep 1929 - Aug 1944 |
+7.91% |
+15.71%
Oct 1974 - Sep 1989 |
0.00%
0 out of 988 |
-0.52%
Jan 1960 - Dec 1974 |
+4.96% |
+11.06%
Aug 1982 - Jul 1997 |
1.01%
10 out of 988 |
+2.22%
Sep 1929 - Aug 1945 |
+7.95% |
+14.64%
Apr 1982 - Mar 1998 |
0.00%
0 out of 976 |
-0.35%
Jan 1959 - Dec 1974 |
+4.77% |
+10.98%
Jul 1982 - Jun 1998 |
0.41%
4 out of 976 |
+2.78%
Oct 1929 - Sep 1946 |
+7.92% |
+14.90%
Jan 1975 - Dec 1991 |
0.00%
0 out of 964 |
+0.14%
Oct 1964 - Sep 1981 |
+4.72% |
+10.51%
Jul 1982 - Jun 1999 |
0.00%
0 out of 964 |
+3.07%
Sep 1929 - Aug 1947 |
+7.96% |
+14.65%
Oct 1975 - Sep 1993 |
0.00%
0 out of 952 |
+0.19%
Jan 1957 - Dec 1974 |
+4.62% |
+10.19%
Aug 1982 - Jul 2000 |
0.00%
0 out of 952 |
+3.25%
Sep 1929 - Aug 1948 |
+7.90% |
+14.91%
Oct 1974 - Sep 1993 |
0.00%
0 out of 940 |
+0.17%
Jan 1956 - Dec 1974 |
+4.56% |
+9.79%
Oct 1981 - Sep 2000 |
0.00%
0 out of 940 |
+3.02%
Sep 1929 - Aug 1949 |
+8.01% |
+14.06%
Mar 1978 - Feb 1998 |
0.00%
0 out of 928 |
+0.54%
Jan 1955 - Dec 1974 |
+4.60% |
+9.25%
Apr 1980 - Mar 2000 |
0.00%
0 out of 928 |
Roger Gibson Talmud Portfolio: ETF allocation and returns