Roger Gibson Talmud Portfolio vs Roger Gibson Talmud Portfolio 2x Leveraged Portfolio Comparison

Simulation Settings
Period: March 2010 - June 2025 (~15 years)
Consolidated Returns as of 30 June 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
All Data
(2010/03 - 2025/06)
Inflation Adjusted:
Roger Gibson Talmud Portfolio
1.00$
Invested Capital
March 2010
3.52$
Final Capital
June 2025
8.55%
Yearly Return
10.80%
Std Deviation
-22.88%
Max Drawdown
32months
Recovery Period
1.00$
Invested Capital
March 2010
2.38$
Final Capital
June 2025
5.83%
Yearly Return
10.80%
Std Deviation
-27.11%
Max Drawdown
42months*
Recovery Period
* in progress
Roger Gibson Talmud Portfolio 2x Leveraged
1.00$
Invested Capital
March 2010
6.55$
Final Capital
June 2025
13.04%
Yearly Return
20.34%
Std Deviation
-44.36%
Max Drawdown
42months*
Recovery Period
* in progress
1.00$
Invested Capital
March 2010
4.44$
Final Capital
June 2025
10.21%
Yearly Return
20.34%
Std Deviation
-49.20%
Max Drawdown
42months*
Recovery Period
* in progress

As of June 2025, over the analyzed timeframe, the Roger Gibson Talmud Portfolio obtained a 8.55% compound annual return, with a 10.80% standard deviation. It suffered a maximum drawdown of -22.88% that required 32 months to be recovered.

As of June 2025, over the analyzed timeframe, the Roger Gibson Talmud Portfolio 2x Leveraged obtained a 13.04% compound annual return, with a 20.34% standard deviation. It suffered a maximum drawdown of -44.36% which has been ongoing for 42 months and is still in progress.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Weight
(%)
Ticker Name
33.34
VTI
Vanguard Total Stock Market
33.33
VNQ
Vanguard Real Estate
33.33
BND
Vanguard Total Bond Market
Weight
(%)
Ticker Name
33.34
SSO
ProShares Ultra S&P 500
33.33
URE
ProShares Ultra Real Estate
33.33
UST
ProShares Ultra 7-10 Year Treasury
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Portfolio Returns as of Jun 30, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
Return Comparison
Capital Growth
All Data
(2010/03 - 2025/06)
Inflation Adjusted:
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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Roger Gibson Talmud Portfolio
Roger Gibson
1 $ 3.52 $ 251.61% 8.55%
Roger Gibson Talmud Portfolio 2x Leveraged
Roger Gibson
1 $ 6.55 $ 555.08% 13.04%

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Roger Gibson Talmud Portfolio
Roger Gibson
1 $ 2.38 $ 138.25% 5.83%
Roger Gibson Talmud Portfolio 2x Leveraged
Roger Gibson
1 $ 4.44 $ 343.88% 10.21%

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Return (%) as of Jun 30, 2025
YTD
(6M)
1M 6M 1Y 5Y 10Y MAX
(~15Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_roger_gibson.webp Talmud Portfolio
Roger Gibson
3.87 2.44 3.87 10.65 7.42 7.10 8.55
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_roger_gibson.webp Talmud Portfolio 2x Leveraged
Roger Gibson
4.89 3.98 4.89 13.45 7.94 9.08 13.04
Returns over 1 year are annualized.
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Portfolio Metrics as of Jun 30, 2025

The following metrics, updated as of 30 June 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 July 2024 - 30 June 2025 (1 year)
Period: 1 July 2020 - 30 June 2025 (5 years)
Period: 1 July 2015 - 30 June 2025 (10 years)
Period: 1 March 2010 - 30 June 2025 (~15 years)
1 Year
5 Years
10 Years
All (2010/03 - 2025/06)
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Talmud Portfolio Talmud Portfolio 2x Leveraged
Author Roger Gibson Roger Gibson
ASSET ALLOCATION
Stocks 66.67% 66.67%
Fixed Income 33.33% 33.33%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 10.65 13.45
Infl. Adjusted (%) 8.02 10.75
DRAWDOWN
Deepest Drawdown Depth (%) -5.09 -10.45
Start to Recovery (months) 7* 7*
Longest Drawdown Depth (%) -5.09 -10.45
Start to Recovery (months) 7* 7*
Longest Negative Period (months) 8 9
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 9.21 17.46
Sharpe Ratio 0.65 0.50
Sortino Ratio 0.82 0.63
Ulcer Index 2.59 5.80
Ratio: Return / Standard Deviation 1.16 0.77
Ratio: Return / Deepest Drawdown 2.09 1.29
Metrics calculated over the period 1 July 2024 - 30 June 2025
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Talmud Portfolio Talmud Portfolio 2x Leveraged
Author Roger Gibson Roger Gibson
ASSET ALLOCATION
Stocks 66.67% 66.67%
Fixed Income 33.33% 33.33%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.42 7.94
Infl. Adjusted (%) 2.77 3.27
DRAWDOWN
Deepest Drawdown Depth (%) -22.88 -44.36
Start to Recovery (months) 32 42*
Longest Drawdown Depth (%) -22.88 -44.36
Start to Recovery (months) 32 42*
Longest Negative Period (months) 35 47
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.95 25.42
Sharpe Ratio 0.37 0.21
Sortino Ratio 0.50 0.28
Ulcer Index 9.90 23.57
Ratio: Return / Standard Deviation 0.57 0.31
Ratio: Return / Deepest Drawdown 0.32 0.18
Metrics calculated over the period 1 July 2020 - 30 June 2025
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Talmud Portfolio Talmud Portfolio 2x Leveraged
Author Roger Gibson Roger Gibson
ASSET ALLOCATION
Stocks 66.67% 66.67%
Fixed Income 33.33% 33.33%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 7.10 9.08
Infl. Adjusted (%) 3.94 5.86
DRAWDOWN
Deepest Drawdown Depth (%) -22.88 -44.36
Start to Recovery (months) 32 42*
Longest Drawdown Depth (%) -22.88 -44.36
Start to Recovery (months) 32 42*
Longest Negative Period (months) 35 54
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 11.58 22.00
Sharpe Ratio 0.46 0.33
Sortino Ratio 0.61 0.44
Ulcer Index 7.39 17.41
Ratio: Return / Standard Deviation 0.61 0.41
Ratio: Return / Deepest Drawdown 0.31 0.20
Metrics calculated over the period 1 July 2015 - 30 June 2025
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Talmud Portfolio Talmud Portfolio 2x Leveraged
Author Roger Gibson Roger Gibson
ASSET ALLOCATION
Stocks 66.67% 66.67%
Fixed Income 33.33% 33.33%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 8.55 13.04
Infl. Adjusted (%) 5.83 10.21
DRAWDOWN
Deepest Drawdown Depth (%) -22.88 -44.36
Start to Recovery (months) 32 42*
Longest Drawdown Depth (%) -22.88 -44.36
Start to Recovery (months) 32 42*
Longest Negative Period (months) 35 54
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 10.80 20.34
Sharpe Ratio 0.68 0.58
Sortino Ratio 0.91 0.78
Ulcer Index 6.16 14.38
Ratio: Return / Standard Deviation 0.79 0.64
Ratio: Return / Deepest Drawdown 0.37 0.29
Metrics calculated over the period 1 March 2010 - 30 June 2025
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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DRAWDOWN COMPARISON
Period: 1 July 2015 - 30 June 2025 (10 years)
Period: 1 March 2010 - 30 June 2025 (~15 years)

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Talmud Portfolio Talmud Portfolio 2x Leveraged
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-44.36 42* Jan 2022
In progress
-25.50 11 Feb 2020
Dec 2020
-22.88 32 Jan 2022
Aug 2024
-16.87 8 Jun 2011
Jan 2012
-15.16 7 Feb 2020
Aug 2020
-14.56 7 Sep 2018
Mar 2019
-13.21 5 May 2010
Sep 2010
-12.34 9 May 2013
Jan 2014
-11.50 10 Aug 2016
May 2017
-11.02 14 Feb 2015
Mar 2016
-10.50 8 Jun 2011
Jan 2012
-8.28 2 Sep 2021
Oct 2021
-7.81 6 Feb 2018
Jul 2018
-7.57 6 Sep 2018
Feb 2019
-7.29 5 May 2010
Sep 2010

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
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 March 2010 - 30 June 2025 (~15 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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Talmud Portfolio Talmud Portfolio 2x Leveraged
Year Return
(%)
Drawdown
(%)
Return
(%)
Drawdown
(%)
2025
3.87 -3.70 4.89 -7.10
2024
10.00 -4.87 12.55 -10.58
2023
14.42 -9.16 19.46 -18.58
2022
-19.62 -22.88 -39.60 -42.70
2021
21.44 -3.93 46.68 -8.28
2020
8.02 -15.16 4.10 -25.50
2019
22.79 -1.65 44.89 -3.27
2018
-3.78 -7.57 -9.85 -14.56
2017
9.90 -0.80 21.37 -0.99
2016
7.99 -4.84 10.82 -11.50
2015
1.11 -5.69 0.17 -11.02
2014
16.24 -3.05 33.69 -6.02
2013
11.22 -4.74 19.08 -12.34
2012
12.41 -3.41 24.83 -5.45
2011
5.83 -10.50 9.95 -16.87
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