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

Simulation Settings
Category:
Period: January 1871 - June 2025 (~155 years)
Initial Amount: 1$
Currency: USD
Inflation: US
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When holding the iShares S&P GSCI Commodity Indexed Trust (GSG) ETF, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~155 years), the longest duration with a negative return was 1214 months (from February 1871 to March 1972).

This indicates that, within the same timeframe, any rolling period of 1215 months or more has consistently resulted in a positive return.

Understanding this metric is crucial as it highlights the importance of a safe investment horizon. Knowing the minimum duration required to likely see positive returns helps investors set realistic expectations and reinforces the strategy of staying invested through market cycles. This approach can mitigate the emotional reactions to short-term market fluctuations and enhance the likelihood of achieving financial goals.

Previous vs subsequent Returns

Is there a correlation between past and future returns over all 10-year rolling periods?

The following chart illustrates the relationship between past returns (x-axis) and subsequent returns (y-axis).

Data points are aggregated to show occurrences, and you can zoom in by clicking or drawing over the desired area.

ISHARES S&P GSCI COMMODITY INDEXED TRUST (GSG) ETF
Previous vs Next Returns - 10 Years annualized
Time Period: 1 July 1995 - 30 June 2025 (30 Years)
Time Period: 1 January 1871 - 30 June 2025 (~155 years)
30 Years
(1995/07 - 2025/06)
All Data
(1871/01 - 2025/06)

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As of Jun 30, 2025, the annualized return of the previous 10 years has been 0.43%.

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
Time Period: 1 July 1995 - 30 June 2025 (30 Years)
Time Period: 1 January 1871 - 30 June 2025 (~155 years)
30 Years
(1995/07 - 2025/06)
All Data
(1871/01 - 2025/06)
US Inflation Adjusted:

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Rolling Period Analysis

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

ISHARES S&P GSCI COMMODITY INDEXED TRUST (GSG) ETF
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1871 - 30 June 2025 (~155 years)
Over Time
Histogram
US Inflation Adjusted:

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Swipe left to see all data
Worst Median Best Negative Periods
-60.40%
May 2008 - Apr 2009
+1.32% +106.86%
Aug 1972 - Jul 1973
44.60%
822 out of 1843
-60.17%
May 2008 - Apr 2009
-0.24% +95.63%
Aug 1972 - Jul 1973
51.11%
942 out of 1843
-39.09%
Jul 2008 - Jun 2010
+0.32% +71.21%
Nov 1972 - Oct 1974
46.75%
856 out of 1831
-39.05%
Jul 2008 - Jun 2010
-0.40% +57.38%
May 2020 - Apr 2022
52.76%
966 out of 1831
-26.74%
Feb 2013 - Jan 2016
+0.94% +58.15%
Nov 1971 - Oct 1974
45.02%
819 out of 1819
-27.36%
Feb 2013 - Jan 2016
-0.65% +46.93%
Nov 1971 - Oct 1974
54.59%
993 out of 1819
-22.11%
Mar 2012 - Feb 2016
+0.61% +46.71%
Dec 1970 - Nov 1974
42.39%
766 out of 1807
-26.55%
Feb 1917 - Jan 1921
-0.91% +37.38%
Dec 1970 - Nov 1974
57.33%
1036 out of 1807
-18.22%
Mar 2011 - Feb 2016
+0.44% +38.19%
Dec 1969 - Nov 1974
42.84%
769 out of 1795
-23.16%
Feb 1916 - Jan 1921
-0.88% +29.70%
Dec 1969 - Nov 1974
56.82%
1020 out of 1795
-20.39%
May 2014 - Apr 2020
+0.60% +30.58%
Dec 1968 - Nov 1974
45.37%
809 out of 1783
-21.44%
May 2014 - Apr 2020
-0.73% +22.67%
Dec 1968 - Nov 1974
57.99%
1034 out of 1783
-17.02%
May 2013 - Apr 2020
+0.56% +25.06%
Dec 1967 - Nov 1974
42.07%
745 out of 1771
-18.19%
May 2013 - Apr 2020
-0.57% +17.81%
Dec 1967 - Nov 1974
56.35%
998 out of 1771
-17.86%
Jul 2008 - Jun 2016
+0.42% +22.92%
Oct 1971 - Sep 1979
44.68%
786 out of 1759
-18.88%
Jul 2008 - Jun 2016
-0.51% +15.94%
Oct 1982 - Sep 1990
53.61%
943 out of 1759
-16.99%
Jul 2008 - Jun 2017
+0.38% +23.06%
Oct 1971 - Sep 1980
43.73%
764 out of 1747
-18.05%
Jul 2008 - Jun 2017
-0.44% +17.89%
Jul 1999 - Jun 2008
54.04%
944 out of 1747
-13.33%
Jul 2008 - Jun 2018
+0.41% +21.88%
Nov 1970 - Oct 1980
44.61%
774 out of 1735
-14.57%
Jul 2008 - Jun 2018
-0.41% +14.81%
Jul 1998 - Jun 2008
52.51%
911 out of 1735
-13.27%
Jul 2008 - Jun 2019
+0.32% +20.78%
Nov 1969 - Oct 1980
41.96%
723 out of 1723
-14.52%
Jul 2008 - Jun 2019
-0.11% +12.10%
Nov 1969 - Oct 1980
50.67%
873 out of 1723
-15.35%
May 2008 - Apr 2020
+0.36% +18.73%
Nov 1968 - Oct 1980
44.18%
756 out of 1711
-16.61%
May 2008 - Apr 2020
+0.21% +10.38%
Nov 1968 - Oct 1980
49.09%
840 out of 1711
-11.53%
May 2007 - Apr 2020
+0.49% +17.57%
Oct 1977 - Sep 1990
42.14%
716 out of 1699
-13.00%
May 2007 - Apr 2020
+0.44% +11.70%
Jul 1995 - Jun 2008
47.38%
805 out of 1699
-10.74%
May 2006 - Apr 2020
+0.46% +16.47%
Oct 1976 - Sep 1990
43.03%
726 out of 1687
-12.28%
May 2006 - Apr 2020
+0.42% +10.13%
Jul 1994 - Jun 2008
47.90%
808 out of 1687
-9.28%
May 2005 - Apr 2020
+0.47% +14.75%
Jun 1969 - May 1984
43.40%
727 out of 1675
-10.95%
May 2005 - Apr 2020
+0.24% +9.28%
Jul 1993 - Jun 2008
48.18%
807 out of 1675
-8.02%
May 2004 - Apr 2020
+0.42% +14.54%
Aug 1971 - Jul 1987
41.37%
688 out of 1663
-9.80%
May 2004 - Apr 2020
+0.30% +8.06%
Jul 1992 - Jun 2008
48.89%
813 out of 1663
-6.94%
Jul 2008 - Jun 2025
+0.45% +14.83%
May 1972 - Apr 1989
41.67%
688 out of 1651
-9.05%
Jul 2008 - Jun 2025
+0.01% +8.61%
Mar 1987 - Feb 2004
49.79%
822 out of 1651
-4.23%
May 2002 - Apr 2020
+0.37% +16.61%
Oct 1972 - Sep 1990
39.78%
652 out of 1639
-6.28%
Dec 2006 - Nov 2024
-0.04% +9.42%
Oct 1972 - Sep 1990
50.34%
825 out of 1639
-4.92%
May 2001 - Apr 2020
+0.42% +17.85%
Oct 1971 - Sep 1990
40.14%
653 out of 1627
-6.77%
May 2001 - Apr 2020
-0.05% +10.77%
Oct 1971 - Sep 1990
50.58%
823 out of 1627
-3.66%
Nov 2000 - Oct 2020
+0.38% +17.34%
Oct 1970 - Sep 1990
40.99%
662 out of 1615
-6.00%
Feb 1901 - Jan 1921
-0.07% +10.40%
Oct 1970 - Sep 1990
50.46%
815 out of 1615
-2.71%
Feb 1907 - Jan 1932
+0.42% +13.96%
Dec 1971 - Nov 1996
35.69%
555 out of 1555
-5.19%
Feb 1896 - Jan 1921
-0.54% +8.93%
Jul 1983 - Jun 2008
57.11%
888 out of 1555
-1.80%
Feb 1902 - Jan 1932
+0.50% +12.81%
Dec 1970 - Nov 2000
37.59%
562 out of 1495
-4.20%
Feb 1891 - Jan 1921
-0.39% +7.53%
Jul 1978 - Jun 2008
55.92%
836 out of 1495
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