Consolidated Returns as of 30 June 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 (~154 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
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The annualized return of the last 10 years has been -4.17% (updated at Jun 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.
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Annualized Rolling Returns - 1 Year (12 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +1.32% |
+106.86%
Aug 1972 - Jul 1973 |
-60.40%
May 2008 - Apr 2009 |
44.51%
815 out of 1831 |
US Inflation Adjusted | -0.18% |
+95.63%
Aug 1972 - Jul 1973 |
-60.17%
May 2008 - Apr 2009 |
51.01%
934 out of 1831 |
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Annualized Rolling Returns - 2 Years (24 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.32% |
+71.21%
Nov 1972 - Oct 1974 |
-39.09%
Jul 2008 - Jun 2010 |
46.84%
852 out of 1819 |
US Inflation Adjusted | -0.37% |
+57.38%
May 2020 - Apr 2022 |
-39.05%
Jul 2008 - Jun 2010 |
52.67%
958 out of 1819 |
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Annualized Rolling Returns - 3 Years (36 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.85% |
+58.15%
Nov 1971 - Oct 1974 |
-26.74%
Feb 2013 - Jan 2016 |
45.16%
816 out of 1807 |
US Inflation Adjusted | -0.67% |
+46.93%
Nov 1971 - Oct 1974 |
-27.36%
Feb 2013 - Jan 2016 |
54.68%
988 out of 1807 |
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Annualized Rolling Returns - 4 Years (48 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.57% |
+46.71%
Dec 1970 - Nov 1974 |
-22.11%
Mar 2012 - Feb 2016 |
42.67%
766 out of 1795 |
US Inflation Adjusted | -0.95% |
+37.38%
Dec 1970 - Nov 1974 |
-26.55%
Feb 1917 - Jan 1921 |
57.72%
1036 out of 1795 |
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Annualized Rolling Returns - 5 Years (60 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.44% |
+38.19%
Dec 1969 - Nov 1974 |
-18.22%
Mar 2011 - Feb 2016 |
43.13%
769 out of 1783 |
US Inflation Adjusted | -0.93% |
+29.70%
Dec 1969 - Nov 1974 |
-23.16%
Feb 1916 - Jan 1921 |
57.21%
1020 out of 1783 |
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Annualized Rolling Returns - 6 Years (72 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.60% |
+30.58%
Dec 1968 - Nov 1974 |
-20.39%
May 2014 - Apr 2020 |
45.68%
809 out of 1771 |
US Inflation Adjusted | -0.76% |
+22.67%
Dec 1968 - Nov 1974 |
-21.44%
May 2014 - Apr 2020 |
58.22%
1031 out of 1771 |
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Annualized Rolling Returns - 7 Years (84 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.56% |
+25.06%
Dec 1967 - Nov 1974 |
-17.02%
May 2013 - Apr 2020 |
42.35%
745 out of 1759 |
US Inflation Adjusted | -0.57% |
+17.81%
Dec 1967 - Nov 1974 |
-18.19%
May 2013 - Apr 2020 |
56.57%
995 out of 1759 |
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Annualized Rolling Returns - 8 Years (96 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.41% |
+22.92%
Oct 1971 - Sep 1979 |
-17.86%
Jul 2008 - Jun 2016 |
44.99%
786 out of 1747 |
US Inflation Adjusted | -0.56% |
+15.94%
Oct 1982 - Sep 1990 |
-18.88%
Jul 2008 - Jun 2016 |
53.98%
943 out of 1747 |
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Annualized Rolling Returns - 9 Years (108 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.38% |
+23.06%
Oct 1971 - Sep 1980 |
-16.99%
Jul 2008 - Jun 2017 |
44.03%
764 out of 1735 |
US Inflation Adjusted | -0.45% |
+17.89%
Jul 1999 - Jun 2008 |
-18.05%
Jul 2008 - Jun 2017 |
54.18%
940 out of 1735 |
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Annualized Rolling Returns - 10 Years (120 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.41% |
+21.88%
Nov 1970 - Oct 1980 |
-13.33%
Jul 2008 - Jun 2018 |
44.57%
768 out of 1723 |
US Inflation Adjusted | -0.39% |
+14.81%
Jul 1998 - Jun 2008 |
-14.57%
Jul 2008 - Jun 2018 |
52.18%
899 out of 1723 |
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Annualized Rolling Returns - 11 Years (132 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.33% |
+20.78%
Nov 1969 - Oct 1980 |
-13.27%
Jul 2008 - Jun 2019 |
41.55%
711 out of 1711 |
US Inflation Adjusted | -0.02% |
+12.10%
Nov 1969 - Oct 1980 |
-14.52%
Jul 2008 - Jun 2019 |
50.32%
861 out of 1711 |
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Annualized Rolling Returns - 12 Years (144 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.36% |
+18.73%
Nov 1968 - Oct 1980 |
-15.35%
May 2008 - Apr 2020 |
43.79%
744 out of 1699 |
US Inflation Adjusted | +0.27% |
+10.38%
Nov 1968 - Oct 1980 |
-16.61%
May 2008 - Apr 2020 |
48.73%
828 out of 1699 |
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Annualized Rolling Returns - 13 Years (156 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.50% |
+17.57%
Oct 1977 - Sep 1990 |
-11.53%
May 2007 - Apr 2020 |
41.73%
704 out of 1687 |
US Inflation Adjusted | +0.48% |
+11.70%
Jul 1995 - Jun 2008 |
-13.00%
May 2007 - Apr 2020 |
47.01%
793 out of 1687 |
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Annualized Rolling Returns - 14 Years (168 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.46% |
+16.47%
Oct 1976 - Sep 1990 |
-10.74%
May 2006 - Apr 2020 |
42.63%
714 out of 1675 |
US Inflation Adjusted | +0.47% |
+10.13%
Jul 1994 - Jun 2008 |
-12.28%
May 2006 - Apr 2020 |
47.52%
796 out of 1675 |
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Annualized Rolling Returns - 15 Years (180 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.48% |
+14.75%
Jun 1969 - May 1984 |
-9.28%
May 2005 - Apr 2020 |
42.99%
715 out of 1663 |
US Inflation Adjusted | +0.35% |
+9.28%
Jul 1993 - Jun 2008 |
-10.95%
May 2005 - Apr 2020 |
47.81%
795 out of 1663 |
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Annualized Rolling Returns - 16 Years (192 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.43% |
+14.54%
Aug 1971 - Jul 1987 |
-8.02%
May 2004 - Apr 2020 |
40.94%
676 out of 1651 |
US Inflation Adjusted | +0.41% |
+8.06%
Jul 1992 - Jun 2008 |
-9.80%
May 2004 - Apr 2020 |
48.52%
801 out of 1651 |
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Annualized Rolling Returns - 17 Years (204 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.45% |
+14.83%
May 1972 - Apr 1989 |
-5.80%
May 2003 - Apr 2020 |
41.24%
676 out of 1639 |
US Inflation Adjusted | +0.03% |
+8.61%
Mar 1987 - Feb 2004 |
-7.64%
May 2003 - Apr 2020 |
49.42%
810 out of 1639 |
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Annualized Rolling Returns - 18 Years (216 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.37% |
+16.61%
Oct 1972 - Sep 1990 |
-4.23%
May 2002 - Apr 2020 |
39.34%
640 out of 1627 |
US Inflation Adjusted | +0.01% |
+9.42%
Oct 1972 - Sep 1990 |
-6.28%
Jan 2006 - Dec 2023 |
49.97%
813 out of 1627 |
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Annualized Rolling Returns - 19 Years (228 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.42% |
+17.85%
Oct 1971 - Sep 1990 |
-4.92%
May 2001 - Apr 2020 |
39.69%
641 out of 1615 |
US Inflation Adjusted | -0.02% |
+10.77%
Oct 1971 - Sep 1990 |
-6.77%
May 2001 - Apr 2020 |
50.22%
811 out of 1615 |
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Annualized Rolling Returns - 20 Years (240 months)
Median | Best | Worst | Negative Periods | |
---|---|---|---|---|
Annualized Rolling Return | +0.40% |
+17.34%
Oct 1970 - Sep 1990 |
-3.66%
Nov 2000 - Oct 2020 |
40.55%
650 out of 1603 |
US Inflation Adjusted | -0.01% |
+10.40%
Oct 1970 - Sep 1990 |
-6.00%
Feb 1901 - Jan 1921 |
50.09%
803 out of 1603 |
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To obtain comprehensive information, please consult the iShares S&P GSCI Commodity Indexed Trust (GSG) ETF: Historical Returns page.