Roger Gibson Talmud vs David Swensen Yale Endowment Portfolio Comparison

Last Update: 31 May 2023

The Roger Gibson Talmud Portfolio obtained a 8.00% compound annual return, with a 10.64% standard deviation, in the last 30 Years.

The David Swensen Yale Endowment Portfolio obtained a 8.06% compound annual return, with a 10.83% standard deviation, in the last 30 Years.

Summary

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Roger Gibson Talmud Portfolio David Swensen Yale Endowment Portfolio
Risk High High
Asset Allocation Stocks 66.67% 70%
Fixed Income 33.33% 30%
Commodities 0% 0%
30 Years Stats Return +8.00% +8.06%
Std Dev 10.64% 10.83%
Max Drawdown -40.17% -39.48%

Last Update: 31 May 2023

Historical Returns as of May 31, 2023

Comparison period starts from January 1985

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
Roger Gibson Talmud Portfolio -1.52 -0.90 -5.44 +5.36 +6.35 +8.00 +9.05
David Swensen Yale Endowment Portfolio -2.03 +0.22 -5.06 +4.71 +6.09 +8.06 +9.69
(*) Returns over 1 year are annualized

Capital Growth as of May 31, 2023

Roger Gibson Talmud Portfolio: an investment of 1000$, since June 1993, now would be worth 10063.64$, with a total return of 906.36% (8.00% annualized).

David Swensen Yale Endowment Portfolio: an investment of 1000$, since June 1993, now would be worth 10229.18$, with a total return of 922.92% (8.06% annualized).

Roger Gibson Talmud Portfolio: an investment of 1000$, since January 1985, now would be worth 27915.40$, with a total return of 2691.54% (9.05% annualized).

David Swensen Yale Endowment Portfolio: an investment of 1000$, since January 1985, now would be worth 34927.27$, with a total return of 3392.73% (9.69% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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Roger Gibson Talmud Portfolio
David Swensen Yale Endowment Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-40.17% Jun 2007 Feb 2009
-39.48% Nov 2007 Feb 2009
-25.53% Jan 2022 Sep 2022
-22.88% Jan 2022 Sep 2022
-15.16% Feb 2020 Mar 2020
-13.19% Feb 2020 Mar 2020
-10.80% Sep 2000 Sep 2002
-10.52% Apr 1998 Aug 1998
-10.50% Jun 2011 Sep 2011
-10.43% Jul 1998 Aug 1998
-8.80% Feb 1994 Nov 1994
-8.70% Oct 1993 Nov 1994
-8.65% May 2011 Sep 2011
-8.51% Sep 2018 Dec 2018
-8.26% Apr 2002 Oct 2002
-7.57% Sep 2018 Dec 2018
-7.23% Mar 2015 Sep 2015
-6.69% Apr 2004 Apr 2004
-6.27% Apr 2004 Apr 2004
-5.69% Apr 2015 Aug 2015

Drawdown comparison chart since January 1985.

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Roger Gibson Talmud Portfolio
David Swensen Yale Endowment Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-40.17% Jun 2007 Feb 2009
-39.48% Nov 2007 Feb 2009
-25.53% Jan 2022 Sep 2022
-22.88% Jan 2022 Sep 2022
-16.33% Sep 1987 Nov 1987
-15.52% Sep 1987 Nov 1987
-15.16% Feb 2020 Mar 2020
-13.67% Jan 1990 Sep 1990
-13.19% Feb 2020 Mar 2020
-10.80% Sep 2000 Sep 2002
-10.52% Apr 1998 Aug 1998
-10.50% Jun 2011 Sep 2011
-10.43% Jul 1998 Aug 1998
-10.14% Jul 1990 Oct 1990
-8.80% Feb 1994 Nov 1994
-8.70% Oct 1993 Nov 1994
-8.65% May 2011 Sep 2011
-8.51% Sep 2018 Dec 2018
-8.26% Apr 2002 Oct 2002
-7.57% Sep 2018 Dec 2018

Yearly Returns

Yearly return comparison. Common historical serie start from January 1985.

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Year Roger Gibson Talmud Portfolio David Swensen Yale Endowment Portfolio
2023
 +3.05% +4.19%
2022
 -19.62% -21.08%
2021
 +21.44% +17.53%
2020
 +8.02% +12.03%
2019
 +22.79% +22.65%
2018
 -3.78% -6.20%
2017
 +9.90% +14.99%
2016
 +7.99% +7.39%
2015
 +1.11% -0.81%
2014
 +16.24% +13.38%
2013
 +11.22% +10.31%
2012
 +12.41% +13.55%
2011
 +5.83% +6.31%
2010
 +17.33% +15.25%
2009
 +20.87% +20.32%
2008
 -22.37% -21.94%
2007
 -1.40% +4.98%
2006
 +18.42% +17.42%
2005
 +6.88% +9.62%
2004
 +15.93% +16.80%
2003
 +23.46% +26.48%
2002
 -2.82% -3.11%
2001
 +3.27% -2.47%
2000
 +9.05% +4.18%
1999
 +6.34% +13.14%
1998
 +5.18% +8.63%
1997
 +19.74% +16.00%
1996
 +19.46% +14.56%
1995
 +22.03% +21.75%
1994
 -3.74% -3.27%
1993
 +13.33% +21.51%
1992
 +10.28% +5.31%
1991
 +27.78% +29.27%
1990
 -4.26% -6.61%
1989
 +16.87% +22.10%
1988
 +12.71% +15.93%
1987
 +0.17% +1.82%
1986
 +16.28% +25.68%
1985
 +24.20% +32.42%