Roger Gibson Talmud Portfolio To EUR: Rolling Returns

Data Source: from August 1953 to May 2024 (~71 years)
Consolidated Returns as of 31 May 2024

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

Considering all the available data source (~71 years), the longest period with a negative return lasted 122 months (from November 1964 to December 1974).

This means that every rolling period of 123 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Roger Gibson Talmud Portfolio To EUR: 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 TO EUR
Previous vs Next Returns - 10 Years annualized
Updated to May 2024

The annualized return of the last 10 years has been 8.40% (updated at May 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 TO EUR
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 June 1994 - 31 May 2024 (30 Years)
Data Source: 1 August 1953 - 31 May 2024 (~71 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +8.33% +65.18%
Jun 1982 - May 1983
-25.64%
Nov 1989 - Oct 1990
26.10%
219 out of 839
Euro Inflation Adjusted +5.76% +60.07%
Jul 1982 - Jun 1983
-28.87%
Nov 1989 - Oct 1990
31.70%
266 out of 839
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 +7.93% +43.22%
Feb 1982 - Jan 1984
-20.89%
Apr 2007 - Mar 2009
15.96%
132 out of 827
Euro Inflation Adjusted +5.59% +38.56%
Feb 1982 - Jan 1984
-23.56%
Jan 1973 - Dec 1974
23.70%
196 out of 827
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 +7.71% +41.36%
Mar 1982 - Feb 1985
-13.61%
Apr 2006 - Mar 2009
12.64%
103 out of 815
Euro Inflation Adjusted +5.15% +37.15%
Mar 1982 - Feb 1985
-16.12%
Jan 1972 - Dec 1974
19.02%
155 out of 815
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 +7.77% +35.58%
Oct 1980 - Sep 1984
-7.34%
Jan 1971 - Dec 1974
8.22%
66 out of 803
Euro Inflation Adjusted +5.34% +30.39%
Mar 1981 - Feb 1985
-12.87%
Jan 1971 - Dec 1974
16.31%
131 out of 803
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 +7.13% +35.99%
Mar 1980 - Feb 1985
-4.22%
Jan 1970 - Dec 1974
5.44%
43 out of 791
Euro Inflation Adjusted +4.76% +30.62%
Mar 1980 - Feb 1985
-9.55%
Jan 1970 - Dec 1974
14.16%
112 out of 791
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 +7.16% +32.02%
Mar 1979 - Feb 1985
-3.78%
Dec 1968 - Nov 1974
3.47%
27 out of 779
Euro Inflation Adjusted +4.83% +26.44%
Mar 1979 - Feb 1985
-8.58%
Dec 1968 - Nov 1974
13.35%
104 out of 779
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 +7.23% +28.84%
Mar 1978 - Feb 1985
-4.72%
Apr 2002 - Mar 2009
3.13%
24 out of 767
Euro Inflation Adjusted +4.91% +23.67%
Mar 1978 - Feb 1985
-6.66%
Apr 2002 - Mar 2009
13.17%
101 out of 767
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 +7.23% +23.88%
Mar 1977 - Feb 1985
-2.92%
Apr 2001 - Mar 2009
2.25%
17 out of 755
Euro Inflation Adjusted +5.07% +19.09%
Mar 1977 - Feb 1985
-4.94%
Apr 2001 - Mar 2009
13.38%
101 out of 755
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 +7.79% +23.34%
Jan 1975 - Dec 1983
-1.40%
Apr 2000 - Mar 2009
1.88%
14 out of 743
Euro Inflation Adjusted +5.32% +18.26%
Oct 1975 - Sep 1984
-4.54%
Jan 1966 - Dec 1974
12.92%
96 out of 743
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 +8.42% +24.08%
Mar 1975 - Feb 1985
+0.01%
Jan 1965 - Dec 1974
0.00%
0 out of 731
Euro Inflation Adjusted +6.14% +19.16%
Mar 1975 - Feb 1985
-3.92%
Jan 1965 - Dec 1974
10.40%
76 out of 731
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 +8.27% +21.54%
Jan 1975 - Dec 1985
+0.64%
Jan 1964 - Dec 1974
0.00%
0 out of 719
Euro Inflation Adjusted +6.17% +16.93%
Jan 1975 - Dec 1985
-3.16%
Jan 1964 - Dec 1974
7.65%
55 out of 719
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 +8.74% +19.26%
Dec 1974 - Nov 1986
+1.26%
Jan 1963 - Dec 1974
0.00%
0 out of 707
Euro Inflation Adjusted +6.33% +15.20%
Dec 1974 - Nov 1986
-2.53%
Jan 1963 - Dec 1974
5.80%
41 out of 707
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 +8.71% +17.93%
Oct 1974 - Sep 1987
+1.07%
Jan 1962 - Dec 1974
0.00%
0 out of 695
Euro Inflation Adjusted +6.50% +14.02%
Oct 1974 - Sep 1987
-2.63%
Jan 1962 - Dec 1974
4.60%
32 out of 695
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 +8.39% +16.75%
Jun 1975 - May 1989
+1.56%
Jan 1961 - Dec 1974
0.00%
0 out of 683
Euro Inflation Adjusted +6.22% +13.21%
Jun 1975 - May 1989
-2.09%
Jan 1961 - Dec 1974
3.81%
26 out of 683
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 +8.50% +16.90%
Sep 1974 - Aug 1989
+1.78%
Jan 1960 - Dec 1974
0.00%
0 out of 671
Euro Inflation Adjusted +6.25% +13.21%
Sep 1974 - Aug 1989
-1.68%
Jan 1960 - Dec 1974
3.13%
21 out of 671
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 +8.45% +15.28%
Feb 1978 - Jan 1994
+1.89%
Jan 1959 - Dec 1974
0.00%
0 out of 659
Euro Inflation Adjusted +6.30% +11.78%
Feb 1978 - Jan 1994
-1.45%
Jan 1959 - Dec 1974
2.73%
18 out of 659
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 +8.51% +15.46%
Aug 1980 - Jul 1997
+2.83%
Jan 1958 - Dec 1974
0.00%
0 out of 647
Euro Inflation Adjusted +6.24% +12.35%
Aug 1980 - Jul 1997
-0.39%
Jan 1958 - Dec 1974
0.93%
6 out of 647
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 +8.67% +15.97%
Apr 1980 - Mar 1998
+3.00%
Jan 1957 - Dec 1974
0.00%
0 out of 635
Euro Inflation Adjusted +6.27% +12.88%
Apr 1980 - Mar 1998
-0.17%
Jan 1957 - Dec 1974
0.16%
1 out of 635
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 +8.81% +15.77%
Oct 1978 - Sep 1997
+2.97%
Jan 1956 - Dec 1974
0.00%
0 out of 623
Euro Inflation Adjusted +6.17% +12.39%
Oct 1978 - Sep 1997
-0.14%
Jan 1956 - Dec 1974
0.32%
2 out of 623
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 +9.08% +15.48%
Apr 1980 - Mar 2000
+3.27%
Jan 1955 - Dec 1974
0.00%
0 out of 611
Euro Inflation Adjusted +6.25% +12.55%
Apr 1980 - Mar 2000
+0.17%
Jan 1955 - Dec 1974
0.00%
0 out of 611
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 To EUR: ETF allocation and returns page.