Roger Gibson Talmud Portfolio vs Value Stock Geek Weird Portfolio Portfolio Comparison

Simulation Settings
Period: January 1975 - April 2025 (~50 years)
Consolidated Returns as of 30 April 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1975)
Inflation Adjusted:
Roger Gibson Talmud Portfolio
1.00$
Initial Capital
May 1995
11.45$
Final Capital
April 2025
8.47%
Yearly Return
10.94%
Std Deviation
-40.17%
Max Drawdown
41months
Recovery Period
1.00$
Initial Capital
May 1995
5.44$
Final Capital
April 2025
5.81%
Yearly Return
10.94%
Std Deviation
-42.21%
Max Drawdown
49months
Recovery Period
1.00$
Initial Capital
January 1975
153.93$
Final Capital
April 2025
10.52%
Yearly Return
10.50%
Std Deviation
-40.17%
Max Drawdown
41months
Recovery Period
1.00$
Initial Capital
January 1975
24.99$
Final Capital
April 2025
6.60%
Yearly Return
10.50%
Std Deviation
-42.21%
Max Drawdown
49months
Recovery Period
Value Stock Geek Weird Portfolio
1.00$
Initial Capital
May 1995
11.85$
Final Capital
April 2025
8.59%
Yearly Return
10.97%
Std Deviation
-32.97%
Max Drawdown
29months
Recovery Period
1.00$
Initial Capital
May 1995
5.62$
Final Capital
April 2025
5.93%
Yearly Return
10.97%
Std Deviation
-34.08%
Max Drawdown
30months
Recovery Period
1.00$
Initial Capital
January 1975
194.20$
Final Capital
April 2025
11.04%
Yearly Return
10.87%
Std Deviation
-32.97%
Max Drawdown
29months
Recovery Period
1.00$
Initial Capital
January 1975
31.53$
Final Capital
April 2025
7.10%
Yearly Return
10.87%
Std Deviation
-34.08%
Max Drawdown
30months
Recovery Period

As of April 2025, in the previous 30 Years, the Roger Gibson Talmud Portfolio obtained a 8.47% compound annual return, with a 10.94% standard deviation. It suffered a maximum drawdown of -40.17% that required 41 months to be recovered.

As of April 2025, in the previous 30 Years, the Value Stock Geek Weird Portfolio obtained a 8.59% compound annual return, with a 10.97% standard deviation. It suffered a maximum drawdown of -32.97% that required 29 months to be recovered.

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.

Roger Gibson Talmud Portfolio
Weight
(%)		 Ticker Name
33.34
VTI
Vanguard Total Stock Market
33.33
VNQ
Vanguard Real Estate
33.33
BND
Vanguard Total Bond Market
Value Stock Geek Weird Portfolio
Weight
(%)		 Ticker Name
20.00
IJS
iShares S&P Small-Cap 600 Value
20.00
SCZ
iShares MSCI EAFE Small-Cap
20.00
VNQ
Vanguard Real Estate
20.00
TLT
iShares 20+ Year Treasury Bond
20.00
GLD
SPDR Gold Trust
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Portfolio Returns as of Apr 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
Period: 1 January 1975 - 30 April 2025 (~50 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~50Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_roger_gibson.webp Talmud Portfolio
Roger Gibson 		-0.72 -0.93 -1.15 11.83 7.35 6.37 8.47 10.52
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_value_stock_geek.webp Weird Portfolio
Value Stock Geek 		4.69 0.42 1.94 15.09 6.49 5.75 8.59 11.04
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

Roger Gibson Talmud Portfolio: an investment of 1$, since May 1995, now would be worth 11.45$, with a total return of 1045.13% (8.47% annualized).

Value Stock Geek Weird Portfolio: an investment of 1$, since May 1995, now would be worth 11.85$, with a total return of 1084.56% (8.59% annualized).


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Roger Gibson Talmud Portfolio: an investment of 1$, since January 1975, now would be worth 153.93$, with a total return of 15292.58% (10.52% annualized).

Value Stock Geek Weird Portfolio: an investment of 1$, since January 1975, now would be worth 194.20$, with a total return of 19319.96% (11.04% annualized).


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Portfolio Metrics as of Apr 30, 2025

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

METRIC COMPARISON
Period: 1 May 2024 - 30 April 2025 (1 year)
Period: 1 May 2020 - 30 April 2025 (5 years)
Period: 1 May 2015 - 30 April 2025 (10 years)
Period: 1 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1975 - 30 April 2025 (~50 years)
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Talmud Portfolio Weird Portfolio
Author Roger Gibson Value Stock Geek
ASSET ALLOCATION
Stocks 66.67% 60%
Fixed Income 33.33% 20%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 11.83 15.09
Infl. Adjusted Return (%) 9.56 12.76
DRAWDOWN
Deepest Drawdown Depth (%) -5.09 -5.15
Start to Recovery (months) 5* 5*
Longest Drawdown Depth (%) -5.09 -5.15
Start to Recovery (months) 5* 5*
Longest Negative Period (months) 8* 7*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 9.47 10.08
Sharpe Ratio 0.74 1.02
Sortino Ratio 0.94 1.36
Ulcer Index 2.43 1.80
Ratio: Return / Standard Deviation 1.25 1.50
Ratio: Return / Deepest Drawdown 2.32 2.93
Metrics calculated over the period 1 May 2024 - 30 April 2025
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Talmud Portfolio Weird Portfolio
Author Roger Gibson Value Stock Geek
ASSET ALLOCATION
Stocks 66.67% 60%
Fixed Income 33.33% 20%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 7.35 6.49
Infl. Adjusted Return (%) 2.70 1.87
DRAWDOWN
Deepest Drawdown Depth (%) -22.88 -24.18
Start to Recovery (months) 32 33
Longest Drawdown Depth (%) -22.88 -24.18
Start to Recovery (months) 32 33
Longest Negative Period (months) 35 41
RISK INDICATORS
Standard Deviation (%) 12.94 13.46
Sharpe Ratio 0.37 0.29
Sortino Ratio 0.50 0.41
Ulcer Index 9.89 10.10
Ratio: Return / Standard Deviation 0.57 0.48
Ratio: Return / Deepest Drawdown 0.32 0.27
Metrics calculated over the period 1 May 2020 - 30 April 2025
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Talmud Portfolio Weird Portfolio
Author Roger Gibson Value Stock Geek
ASSET ALLOCATION
Stocks 66.67% 60%
Fixed Income 33.33% 20%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 6.37 5.75
Infl. Adjusted Return (%) 3.20 2.60
DRAWDOWN
Deepest Drawdown Depth (%) -22.88 -24.18
Start to Recovery (months) 32 33
Longest Drawdown Depth (%) -22.88 -24.18
Start to Recovery (months) 32 33
Longest Negative Period (months) 35 47
RISK INDICATORS
Standard Deviation (%) 11.59 11.64
Sharpe Ratio 0.40 0.34
Sortino Ratio 0.53 0.47
Ulcer Index 7.39 7.56
Ratio: Return / Standard Deviation 0.55 0.49
Ratio: Return / Deepest Drawdown 0.28 0.24
Metrics calculated over the period 1 May 2015 - 30 April 2025
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Talmud Portfolio Weird Portfolio
Author Roger Gibson Value Stock Geek
ASSET ALLOCATION
Stocks 66.67% 60%
Fixed Income 33.33% 20%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 8.47 8.59
Infl. Adjusted Return (%) 5.81 5.93
DRAWDOWN
Deepest Drawdown Depth (%) -40.17 -32.97
Start to Recovery (months) 41 29
Longest Drawdown Depth (%) -40.17 -24.18
Start to Recovery (months) 41 33
Longest Negative Period (months) 65 47
RISK INDICATORS
Standard Deviation (%) 10.94 10.97
Sharpe Ratio 0.57 0.58
Sortino Ratio 0.73 0.76
Ulcer Index 7.45 6.63
Ratio: Return / Standard Deviation 0.77 0.78
Ratio: Return / Deepest Drawdown 0.21 0.26
Metrics calculated over the period 1 May 1995 - 30 April 2025
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Talmud Portfolio Weird Portfolio
Author Roger Gibson Value Stock Geek
ASSET ALLOCATION
Stocks 66.67% 60%
Fixed Income 33.33% 20%
Commodities 0% 20%
PERFORMANCES
Annualized Return (%) 10.52 11.04
Infl. Adjusted Return (%) 6.60 7.10
DRAWDOWN
Deepest Drawdown Depth (%) -40.17 -32.97
Start to Recovery (months) 41 29
Longest Drawdown Depth (%) -40.17 -24.18
Start to Recovery (months) 41 33
Longest Negative Period (months) 65 47
RISK INDICATORS
Standard Deviation (%) 10.50 10.87
Sharpe Ratio 0.60 0.62
Sortino Ratio 0.78 0.84
Ulcer Index 6.09 5.72
Ratio: Return / Standard Deviation 1.00 1.02
Ratio: Return / Deepest Drawdown 0.26 0.33
Metrics calculated over the period 1 January 1975 - 30 April 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 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1975 - 30 April 2025 (~50 years)

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Talmud Portfolio Weird Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-40.17 41 Jun 2007
Oct 2010
-32.97 29 Nov 2007
Mar 2010
-24.18 33 Jan 2022
Sep 2024
-22.88 32 Jan 2022
Aug 2024
-15.16 7 Feb 2020
Aug 2020
-13.36 6 Feb 2020
Jul 2020
-13.23 27 Apr 1998
Jun 2000
-10.50 8 Jun 2011
Jan 2012
-10.43 6 Jul 1998
Dec 1998
-8.66 8 Sep 2018
Apr 2019
-8.65 12 Jun 2002
May 2003
-8.26 14 Apr 2002
May 2003
-7.57 6 Sep 2018
Feb 2019
-7.32 6 Apr 2004
Sep 2004
-7.20 14 Feb 2015
Mar 2016

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Talmud Portfolio Weird Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-40.17 41 Jun 2007
Oct 2010
-32.97 29 Nov 2007
Mar 2010
-24.18 33 Jan 2022
Sep 2024
-22.88 32 Jan 2022
Aug 2024
-16.24 18 Dec 1989
May 1991
-15.52 17 Sep 1987
Jan 1989
-15.16 7 Feb 2020
Aug 2020
-15.06 5 Feb 1980
Jun 1980
-13.36 6 Feb 2020
Jul 2020
-13.23 27 Apr 1998
Jun 2000
-12.71 14 Sep 1987
Oct 1988
-12.24 22 Dec 1980
Sep 1982
-10.50 8 Jun 2011
Jan 2012
-10.43 6 Jul 1998
Dec 1998
-10.14 7 Jul 1990
Jan 1991

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 January 1975 - 30 April 2025 (~50 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 Weird Portfolio
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 -0.72 -3.70 4.69 0.00
2024
 10.00 -4.87 6.45 -5.15
2023
 14.42 -9.16 10.94 -12.66
2022
 -19.62 -22.88 -18.17 -24.18
2021
 21.44 -3.93 14.49 -3.51
2020
 8.02 -15.16 10.52 -13.36
2019
 22.79 -1.65 21.93 -1.68
2018
 -3.78 -7.57 -8.01 -8.66
2017
 9.90 -0.80 14.20 -0.31
2016
 7.99 -4.84 10.34 -6.58
2015
 1.11 -5.69 -1.57 -7.20
2014
 16.24 -3.05 11.39 -5.08
2013
 11.22 -4.74 5.71 -6.89
2012
 12.41 -3.41 13.28 -4.45
2011
 5.83 -10.50 7.07 -5.96
2010
 17.33 -7.24 22.57 -4.90
2009
 20.87 -18.28 19.50 -17.34
2008
 -22.37 -28.90 -15.22 -24.57
2007
 -1.40 -7.11 4.32 -4.58
2006
 18.42 -3.01 21.26 -3.05
2005
 6.88 -3.47 13.51 -2.30
2004
 15.93 -6.69 20.31 -7.32
2003
 23.46 -1.81 32.68 -1.93
2002
 -2.82 -8.26 7.55 -8.65
2001
 3.27 -5.08 4.90 -4.41
2000
 9.05 -4.13 11.88 -2.51
1999
 6.34 -4.64 2.11 -4.11
1998
 5.18 -10.43 -0.30 -13.23
1997
 19.74 -1.89 4.80 -3.83
1996
 19.46 -1.65 10.07 -2.17
1995
 22.03 -0.94 14.94 -1.53
1994
 -3.74 -8.67 -4.11 -7.57
1993
 13.33 -2.90 21.05 -2.35
1992
 10.28 -1.73 10.23 -2.71
1991
 27.78 -2.56 18.76 -2.61
1990
 -4.26 -10.14 -10.86 -16.22
1989
 16.87 -1.33 13.23 -1.43
1988
 12.71 -1.50 12.98 -1.18
1987
 0.17 -15.52 8.44 -12.71
1986
 16.28 -3.57 28.08 -2.01
1985
 24.20 -2.28 30.14 -1.95
1984
 12.71 -4.02 5.34 -5.43
1983
 19.51 -2.63 16.56 -1.96
1982
 24.41 -3.38 23.60 -8.30
1981
 3.76 -8.59 -2.54 -10.01
1980
 20.13 -9.71 16.86 -15.06
1979
 21.82 -8.78 40.61 -8.18
1978
 6.65 -7.13 20.11 -6.79
1977
 6.70 -1.95 16.95 -0.10
1976
 29.26 -1.67 23.87 -2.72
1975
 21.49 -7.79 18.84 -10.11
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