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 1949 		0.00%
0 out of 916
US Inflation Adjusted +4.56% +9.25%
Apr 1980 - Mar 2000 		+0.54%
Jan 1955 - Dec 1974 		0.00%
0 out of 916
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 Roger Gibson Talmud Portfolio: ETF allocation and returns page.