Bogleheads Three Funds vs Roger Gibson Talmud Portfolio Comparison

Period: January 1970 - November 2024 (~55 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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Bogleheads Three Funds Portfolio
1.00$
Initial Capital
December 1994
10.93$
Final Capital
November 2024
8.30%
Yearly Return
12.39
Std Deviation
-43.68%
Max Drawdown
42months
Recovery Period
Roger Gibson Talmud Portfolio
1.00$
Initial Capital
December 1994
13.11$
Final Capital
November 2024
8.96%
Yearly Return
10.89
Std Deviation
-40.17%
Max Drawdown
41months
Recovery Period
Bogleheads Three Funds Portfolio
1.00$
Initial Capital
January 1970
156.38$
Final Capital
November 2024
9.64%
Yearly Return
12.55
Std Deviation
-43.68%
Max Drawdown
42months
Recovery Period
Roger Gibson Talmud Portfolio
1.00$
Initial Capital
January 1970
166.53$
Final Capital
November 2024
9.76%
Yearly Return
10.59
Std Deviation
-40.17%
Max Drawdown
41months
Recovery Period

The Bogleheads Three Funds Portfolio obtained a 8.30% compound annual return, with a 12.39% standard deviation, in the last 30 Years.

The Roger Gibson Talmud Portfolio obtained a 8.96% compound annual return, with a 10.89% standard deviation, in the last 30 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1970 - 30 November 2024 (~55 years)
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Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~55Y)
Three Funds
Bogleheads 		16.98 3.63 9.66 22.68 9.45 8.36 8.30 9.64
Talmud Portfolio
Roger Gibson 		15.07 4.16 13.65 22.04 7.04 7.08 8.96 9.76
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

Bogleheads Three Funds Portfolio: an investment of 1$, since December 1994, now would be worth 10.93$, with a total return of 993.06% (8.30% annualized).

Roger Gibson Talmud Portfolio: an investment of 1$, since December 1994, now would be worth 13.11$, with a total return of 1211.30% (8.96% annualized).


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Bogleheads Three Funds Portfolio: an investment of 1$, since January 1970, now would be worth 156.38$, with a total return of 15538.27% (9.64% annualized).

Roger Gibson Talmud Portfolio: an investment of 1$, since January 1970, now would be worth 166.53$, with a total return of 16553.39% (9.76% annualized).


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Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1970 - 30 November 2024 (~55 years)
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Three Funds Talmud Portfolio
Author Bogleheads Roger Gibson
ASSET ALLOCATION
Stocks 80% 66.67%
Fixed Income 20% 33.33%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 22.68 22.04
Infl. Adjusted Return (%) 19.79 19.16
DRAWDOWN
Deepest Drawdown Depth (%) -3.44 -4.87
Start to Recovery (months) 2 3
Longest Drawdown Depth (%) -3.44 -4.87
Start to Recovery (months) 2 3
Longest Negative Period (months) 2 4
RISK INDICATORS
Standard Deviation (%) 8.22 10.17
Sharpe Ratio 2.12 1.65
Sortino Ratio 2.59 2.04
Ulcer Index 1.13 1.57
Ratio: Return / Standard Deviation 2.76 2.17
Ratio: Return / Deepest Drawdown 6.60 4.52
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Three Funds Talmud Portfolio
Author Bogleheads Roger Gibson
ASSET ALLOCATION
Stocks 80% 66.67%
Fixed Income 20% 33.33%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.45 7.04
Infl. Adjusted Return (%) 5.13 2.81
DRAWDOWN
Deepest Drawdown Depth (%) -23.18 -22.88
Start to Recovery (months) 26 32
Longest Drawdown Depth (%) -23.18 -22.88
Start to Recovery (months) 26 32
Longest Negative Period (months) 34 35
RISK INDICATORS
Standard Deviation (%) 14.74 14.24
Sharpe Ratio 0.49 0.33
Sortino Ratio 0.64 0.44
Ulcer Index 8.36 10.15
Ratio: Return / Standard Deviation 0.64 0.49
Ratio: Return / Deepest Drawdown 0.41 0.31
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Three Funds Talmud Portfolio
Author Bogleheads Roger Gibson
ASSET ALLOCATION
Stocks 80% 66.67%
Fixed Income 20% 33.33%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.36 7.08
Infl. Adjusted Return (%) 5.30 4.06
DRAWDOWN
Deepest Drawdown Depth (%) -23.18 -22.88
Start to Recovery (months) 26 32
Longest Drawdown Depth (%) -23.18 -22.88
Start to Recovery (months) 26 32
Longest Negative Period (months) 34 35
RISK INDICATORS
Standard Deviation (%) 12.33 11.46
Sharpe Ratio 0.55 0.48
Sortino Ratio 0.73 0.64
Ulcer Index 6.42 7.39
Ratio: Return / Standard Deviation 0.68 0.62
Ratio: Return / Deepest Drawdown 0.36 0.31
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Three Funds Talmud Portfolio
Author Bogleheads Roger Gibson
ASSET ALLOCATION
Stocks 80% 66.67%
Fixed Income 20% 33.33%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.30 8.96
Infl. Adjusted Return (%) 5.64 6.29
DRAWDOWN
Deepest Drawdown Depth (%) -43.68 -40.17
Start to Recovery (months) 42 41
Longest Drawdown Depth (%) -33.38 -40.17
Start to Recovery (months) 57 41
Longest Negative Period (months) 118 65
RISK INDICATORS
Standard Deviation (%) 12.39 10.89
Sharpe Ratio 0.48 0.61
Sortino Ratio 0.63 0.79
Ulcer Index 10.83 7.43
Ratio: Return / Standard Deviation 0.67 0.82
Ratio: Return / Deepest Drawdown 0.19 0.22
Metrics calculated over the period 1 December 1994 - 30 November 2024
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Three Funds Talmud Portfolio
Author Bogleheads Roger Gibson
ASSET ALLOCATION
Stocks 80% 66.67%
Fixed Income 20% 33.33%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 9.64 9.76
Infl. Adjusted Return (%) 5.48 5.60
DRAWDOWN
Deepest Drawdown Depth (%) -43.68 -40.17
Start to Recovery (months) 42 41
Longest Drawdown Depth (%) -33.38 -40.17
Start to Recovery (months) 57 41
Longest Negative Period (months) 118 65
RISK INDICATORS
Standard Deviation (%) 12.55 10.59
Sharpe Ratio 0.42 0.50
Sortino Ratio 0.56 0.66
Ulcer Index 9.25 6.54
Ratio: Return / Standard Deviation 0.77 0.92
Ratio: Return / Deepest Drawdown 0.22 0.24
Metrics calculated over the period 1 January 1970 - 30 November 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1970 - 30 November 2024 (~55 years)

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Three Funds Talmud Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.68 42 Nov 2007
Apr 2011
-40.17 41 Jun 2007
Oct 2010
-33.38 57 Apr 2000
Dec 2004
-23.18 26 Jan 2022
Feb 2024
-22.88 32 Jan 2022
Aug 2024
-17.01 7 Jan 2020
Jul 2020
-15.77 17 May 2011
Sep 2012
-15.16 7 Feb 2020
Aug 2020
-12.46 5 Jul 1998
Nov 1998
-10.53 15 Feb 2018
Apr 2019
-10.50 8 Jun 2011
Jan 2012
-10.43 6 Jul 1998
Dec 1998
-9.88 14 Jun 2015
Jul 2016
-8.26 14 Apr 2002
May 2003
-7.57 6 Sep 2018
Feb 2019

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Three Funds Talmud Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.68 42 Nov 2007
Apr 2011
-40.17 41 Jun 2007
Oct 2010
-34.07 37 Jan 1973
Jan 1976
-33.38 57 Apr 2000
Dec 2004
-25.53 38 Dec 1972
Jan 1976
-23.18 26 Jan 2022
Feb 2024
-22.88 32 Jan 2022
Aug 2024
-19.21 17 Sep 1987
Jan 1989
-17.24 12 Jan 1970
Dec 1970
-17.01 7 Jan 2020
Jul 2020
-15.77 17 May 2011
Sep 2012
-15.52 17 Sep 1987
Jan 1989
-15.31 14 Jan 1990
Feb 1991
-15.16 7 Feb 2020
Aug 2020
-14.03 23 Dec 1980
Oct 1982

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1970 - 30 November 2024 (~55 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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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.
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Three Funds Talmud Portfolio
Year Return Drawdown Return Drawdown
2024
 16.98% -3.44% 15.07% -4.87%
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%