Bogleheads Three Funds vs Roger Gibson Talmud Portfolio Comparison

Last Update: 29 February 2024

The Bogleheads Three Funds Portfolio obtained a 7.78% compound annual return, with a 12.39% standard deviation, in the last 30 Years.

The Roger Gibson Talmud Portfolio obtained a 8.20% compound annual return, with a 10.85% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
Bogleheads Three Funds Portfolio Roger Gibson Talmud Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 80% 66.67%
Fixed Income 20% 33.33%
Commodities 0% 0%
30 Years Stats Return +7.78% +8.20%
Std Dev 12.39% 10.85%
Max Drawdown -43.68% -40.17%
All time Stats
(Since Jan 1970)
Return +9.53% +9.63%
Std Dev 12.60% 10.59%
Max Drawdown -43.68% -40.17%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1970

Swipe left to see all data
1M 6M 1Y 5Y 10Y 30Y MAX
Bogleheads Three Funds Portfolio +3.34 +9.67 +18.81 +8.89 +7.67 +7.78 +9.53
Roger Gibson Talmud Portfolio +1.99 +7.42 +11.88 +6.52 +6.72 +8.20 +9.63
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Bogleheads Three Funds Portfolio: an investment of 1$, since March 1994, now would be worth 9.46$, with a total return of 845.59% (7.78% annualized).

Roger Gibson Talmud Portfolio: an investment of 1$, since March 1994, now would be worth 10.63$, with a total return of 962.98% (8.20% annualized).

Bogleheads Three Funds Portfolio: an investment of 1$, since January 1970, now would be worth 138.19$, with a total return of 13718.61% (9.53% annualized).

Roger Gibson Talmud Portfolio: an investment of 1$, since January 1970, now would be worth 145.57$, with a total return of 14457.39% (9.63% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

Swipe left to see all data
Bogleheads Three Funds Portfolio
Roger Gibson Talmud Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-43.68% Nov 2007 Feb 2009 (16) Apr 2011 (42) 20.19
-40.17% Jun 2007 Feb 2009 (21) Oct 2010 (41) 17.05
-33.38% Apr 2000 Sep 2002 (30) Dec 2004 (57) 17.93
-23.18% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.76
-22.88% Jan 2022 Sep 2022 (9) In progress (26) 14.46
-17.01% Jan 2020 Mar 2020 (3) Jul 2020 (7) 7.68
-15.77% May 2011 Sep 2011 (5) Sep 2012 (17) 6.20
-15.16% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.94
-12.46% Jul 1998 Aug 1998 (2) Nov 1998 (5) 6.66
-10.53% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.26
-10.50% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.43
-10.43% Jul 1998 Aug 1998 (2) Dec 1998 (6) 5.05
-9.88% Jun 2015 Feb 2016 (9) Jul 2016 (14) 5.19
-8.26% Apr 2002 Oct 2002 (7) May 2003 (14) 5.13
-7.57% Sep 2018 Dec 2018 (4) Feb 2019 (6) 3.56
-7.27% Mar 1994 Nov 1994 (9) Apr 1995 (14) 3.98
-6.69% Apr 2004 Apr 2004 (1) Aug 2004 (5) 3.63
-5.69% Apr 2015 Aug 2015 (5) Mar 2016 (12) 3.12
-5.08% Feb 2001 Mar 2001 (2) Jun 2001 (5) 2.68
-4.84% Aug 2016 Oct 2016 (3) Feb 2017 (7) 2.76

Drawdown comparison chart since January 1970.

Swipe left to see all data
Bogleheads Three Funds Portfolio
Roger Gibson Talmud Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-43.68% Nov 2007 Feb 2009 (16) Apr 2011 (42) 20.19
-40.17% Jun 2007 Feb 2009 (21) Oct 2010 (41) 17.05
-34.07% Jan 1973 Sep 1974 (21) Jan 1976 (37) 15.02
-33.38% Apr 2000 Sep 2002 (30) Dec 2004 (57) 17.93
-25.53% Dec 1972 Sep 1974 (22) Jan 1976 (38) 11.81
-23.18% Jan 2022 Sep 2022 (9) Feb 2024 (26) 11.76
-22.88% Jan 2022 Sep 2022 (9) In progress (26) 14.46
-19.21% Sep 1987 Nov 1987 (3) Jan 1989 (17) 8.97
-17.24% Jan 1970 Jun 1970 (6) Dec 1970 (12) 8.65
-17.01% Jan 2020 Mar 2020 (3) Jul 2020 (7) 7.68
-15.77% May 2011 Sep 2011 (5) Sep 2012 (17) 6.20
-15.52% Sep 1987 Nov 1987 (3) Jan 1989 (17) 6.69
-15.31% Jan 1990 Sep 1990 (9) Feb 1991 (14) 7.86
-15.16% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.94
-14.03% Dec 1980 Jul 1982 (20) Oct 1982 (23) 6.99
-12.46% Jul 1998 Aug 1998 (2) Nov 1998 (5) 6.66
-12.17% Apr 1970 Jun 1970 (3) Nov 1970 (8) 6.52
-10.53% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.26
-10.50% Jun 2011 Sep 2011 (4) Jan 2012 (8) 4.43
-10.43% Jul 1998 Aug 1998 (2) Dec 1998 (6) 5.05

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
+3.37%
0.00%
+0.59%
-1.37%
2023
+18.86%
-8.74%
+14.42%
-9.16%
2022
-17.06%
-23.18%
-19.62%
-22.88%
2021
+14.95%
-3.53%
+21.44%
-3.93%
2020
+15.39%
-17.01%
+8.02%
-15.16%
2019
+23.65%
-4.68%
+22.79%
-1.65%
2018
-6.89%
-10.53%
-3.78%
-7.57%
2017
+19.54%
0.00%
+9.90%
-0.80%
2016
+8.39%
-4.82%
+7.99%
-4.84%
2015
-1.14%
-8.74%
+1.11%
-5.69%
2014
+6.07%
-3.01%
+16.24%
-3.05%
2013
+20.56%
-2.36%
+11.22%
-4.74%
2012
+14.53%
-7.09%
+12.41%
-3.41%
2011
-2.14%
-15.77%
+5.83%
-10.50%
2010
+13.50%
-9.82%
+17.33%
-7.24%
2009
+26.45%
-15.70%
+20.87%
-18.28%
2008
-30.15%
-33.07%
-22.37%
-28.90%
2007
+8.73%
-4.35%
-1.40%
-7.11%
2006
+16.69%
-3.08%
+18.42%
-3.01%
2005
+8.30%
-3.34%
+6.88%
-3.47%
2004
+13.49%
-2.83%
+15.93%
-6.69%
2003
+28.27%
-3.88%
+23.46%
-1.81%
2002
-13.11%
-18.90%
-2.82%
-8.26%
2001
-9.84%
-18.61%
+3.27%
-5.08%
2000
-7.69%
-11.84%
+9.05%
-4.13%
1999
+20.73%
-2.88%
+6.34%
-4.64%
1998
+18.03%
-12.46%
+5.18%
-10.43%
1997
+17.15%
-4.61%
+19.74%
-1.89%
1996
+12.60%
-3.77%
+19.46%
-1.65%
1995
+22.72%
-1.03%
+22.03%
-0.94%
1994
+2.31%
-4.84%
-3.74%
-8.67%
1993
+16.23%
-4.16%
+13.33%
-2.90%
1992
+1.54%
-4.66%
+10.28%
-1.73%
1991
+22.09%
-4.27%
+27.78%
-2.56%
1990
-8.74%
-15.31%
-4.26%
-10.14%
1989
+20.64%
-2.08%
+16.87%
-1.33%
1988
+17.83%
-3.20%
+12.71%
-1.50%
1987
+10.76%
-19.21%
+0.17%
-15.52%
1986
+29.32%
-4.89%
+16.28%
-3.57%
1985
+35.27%
-2.34%
+24.20%
-2.28%
1984
+4.95%
-7.57%
+12.71%
-4.02%
1983
+19.49%
-2.98%
+19.51%
-2.63%
1982
+16.05%
-10.52%
+24.41%
-3.38%
1981
-1.38%
-10.40%
+3.76%
-8.59%
1980
+24.15%
-10.43%
+20.13%
-9.71%
1979
+15.99%
-7.03%
+21.82%
-8.78%
1978
+13.84%
-7.76%
+6.65%
-7.13%
1977
+3.33%
-3.91%
+6.70%
-1.95%
1976
+16.66%
-2.66%
+29.26%
-1.67%
1975
+29.64%
-10.48%
+21.49%
-7.79%
1974
-18.66%
-25.61%
-14.51%
-20.06%
1973
-11.64%
-12.71%
-9.74%
-10.13%
1972
+21.03%
-1.21%
+9.45%
-2.27%
1971
+20.20%
-5.15%
+10.45%
-6.96%
1970
+1.50%
-17.24%
+10.08%
-12.17%