iShares S&P GSCI Commodity Indexed Trust (GSG): Rolling Returns

Data Source: from January 1871 to April 2024 (~153 years)
Consolidated Returns as of 30 April 2024

Holding the iShares S&P GSCI Commodity Indexed Trust (GSG) ETF, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~153 years), the longest period with a negative return lasted 1214 months (from February 1871 to March 1972).

This means that every rolling period of 1215 months or above has always granted a positive return.

To obtain comprehensive information, please consult the iShares S&P GSCI Commodity Indexed Trust (GSG) ETF: Historical Returns page.

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

ISHARES S&P GSCI COMMODITY INDEXED TRUST (GSG) ETF
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been -3.94% (updated at Apr 30, 2024).

Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

ISHARES S&P GSCI COMMODITY INDEXED TRUST (GSG) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1871 - 30 April 2024 (~153 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

Swipe left to see all data
Median Best Worst Negative Periods
Annualized Rolling Return +1.32% +106.86%
Aug 1972 - Jul 1973
-60.40%
May 2008 - Apr 2009
44.56%
815 out of 1829
US Inflation Adjusted -0.23% +95.63%
Aug 1972 - Jul 1973
-60.17%
May 2008 - Apr 2009
51.07%
934 out of 1829
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.32% +71.21%
Nov 1972 - Oct 1974
-39.09%
Jul 2008 - Jun 2010
46.78%
850 out of 1817
US Inflation Adjusted -0.37% +57.38%
May 2020 - Apr 2022
-39.05%
Jul 2008 - Jun 2010
52.61%
956 out of 1817
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.80% +58.15%
Nov 1971 - Oct 1974
-26.74%
Feb 2013 - Jan 2016
45.21%
816 out of 1805
US Inflation Adjusted -0.67% +46.93%
Nov 1971 - Oct 1974
-27.36%
Feb 2013 - Jan 2016
54.74%
988 out of 1805
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.57% +46.71%
Dec 1970 - Nov 1974
-22.11%
Mar 2012 - Feb 2016
42.72%
766 out of 1793
US Inflation Adjusted -0.96% +37.38%
Dec 1970 - Nov 1974
-26.55%
Feb 1917 - Jan 1921
57.78%
1036 out of 1793
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.44% +38.19%
Dec 1969 - Nov 1974
-18.22%
Mar 2011 - Feb 2016
43.18%
769 out of 1781
US Inflation Adjusted -0.93% +29.70%
Dec 1969 - Nov 1974
-23.16%
Feb 1916 - Jan 1921
57.27%
1020 out of 1781
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.60% +30.58%
Dec 1968 - Nov 1974
-20.39%
May 2014 - Apr 2020
45.73%
809 out of 1769
US Inflation Adjusted -0.78% +22.67%
Dec 1968 - Nov 1974
-21.44%
May 2014 - Apr 2020
58.17%
1029 out of 1769
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.51% +25.06%
Dec 1967 - Nov 1974
-17.02%
May 2013 - Apr 2020
42.40%
745 out of 1757
US Inflation Adjusted -0.58% +17.81%
Dec 1967 - Nov 1974
-18.19%
May 2013 - Apr 2020
56.63%
995 out of 1757
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.41% +22.92%
Oct 1971 - Sep 1979
-17.86%
Jul 2008 - Jun 2016
45.04%
786 out of 1745
US Inflation Adjusted -0.56% +15.94%
Oct 1982 - Sep 1990
-18.88%
Jul 2008 - Jun 2016
54.04%
943 out of 1745
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.38% +23.06%
Oct 1971 - Sep 1980
-16.99%
Jul 2008 - Jun 2017
44.09%
764 out of 1733
US Inflation Adjusted -0.45% +17.89%
Jul 1999 - Jun 2008
-18.05%
Jul 2008 - Jun 2017
54.13%
938 out of 1733
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.41% +21.88%
Nov 1970 - Oct 1980
-13.33%
Jul 2008 - Jun 2018
44.51%
766 out of 1721
US Inflation Adjusted -0.38% +14.81%
Jul 1998 - Jun 2008
-14.57%
Jul 2008 - Jun 2018
52.12%
897 out of 1721
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.33% +20.78%
Nov 1969 - Oct 1980
-13.27%
Jul 2008 - Jun 2019
41.49%
709 out of 1709
US Inflation Adjusted -0.02% +12.10%
Nov 1969 - Oct 1980
-14.52%
Jul 2008 - Jun 2019
50.26%
859 out of 1709
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.36% +18.73%
Nov 1968 - Oct 1980
-15.35%
May 2008 - Apr 2020
43.72%
742 out of 1697
US Inflation Adjusted +0.31% +10.38%
Nov 1968 - Oct 1980
-16.61%
May 2008 - Apr 2020
48.67%
826 out of 1697
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution