SPDR Gold Trust (GLD): Rolling Returns

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

Holding the SPDR Gold Trust (GLD) 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 744 months (from January 1871 to December 1932).

This means that every rolling period of 745 months or above has always granted a positive return.

To obtain comprehensive information, please consult the SPDR Gold Trust (GLD) 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

SPDR GOLD TRUST (GLD) ETF
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 5.48% (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.

SPDR GOLD TRUST (GLD) 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 +0.00% +179.42%
Feb 1979 - Jan 1980
-37.71%
Apr 1981 - Mar 1982
27.17%
497 out of 1829
US Inflation Adjusted -0.91% +145.39%
Feb 1979 - Jan 1980
-42.05%
Oct 1980 - Sep 1981
54.02%
988 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 +0.00% +92.76%
Feb 1978 - Jan 1980
-30.30%
Jul 1980 - Jun 1982
26.80%
487 out of 1817
US Inflation Adjusted -1.00% +75.99%
Apr 1972 - Mar 1974
-35.72%
Jul 1980 - Jun 1982
57.46%
1044 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 +0.00% +70.26%
Feb 1977 - Jan 1980
-15.32%
Nov 1980 - Oct 1983
23.82%
430 out of 1805
US Inflation Adjusted -0.84% +55.18%
Apr 1971 - Mar 1974
-20.23%
Oct 1980 - Sep 1983
58.39%
1054 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 +0.00% +56.96%
Sep 1976 - Aug 1980
-15.26%
Oct 1980 - Sep 1984
22.59%
405 out of 1793
US Inflation Adjusted -0.87% +42.99%
Sep 1976 - Aug 1980
-19.83%
Oct 1980 - Sep 1984
57.45%
1030 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 +0.00% +39.62%
Jan 1970 - Dec 1974
-14.69%
Mar 1980 - Feb 1985
23.69%
422 out of 1781
US Inflation Adjusted -1.00% +30.97%
Jan 1970 - Dec 1974
-19.61%
Mar 1980 - Feb 1985
58.51%
1042 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 +0.00% +30.45%
Feb 1974 - Jan 1980
-10.02%
Jul 1980 - Jun 1986
23.63%
418 out of 1769
US Inflation Adjusted -0.99% +23.52%
Sep 2005 - Aug 2011
-14.86%
Feb 1980 - Jan 1986
57.38%
1015 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 +0.00% +38.74%
Feb 1973 - Jan 1980
-6.75%
Feb 1980 - Jan 1987
22.08%
388 out of 1757
US Inflation Adjusted -1.11% +27.30%
Feb 1973 - Jan 1980
-11.37%
Feb 1980 - Jan 1987
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 +0.00% +38.89%
Feb 1972 - Jan 1980
-6.28%
Oct 1980 - Sep 1988
21.83%
381 out of 1745
US Inflation Adjusted -1.02% +28.24%
Feb 1972 - Jan 1980
-10.34%
Oct 1980 - Sep 1988
54.38%
949 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 +0.00% +37.19%
Feb 1971 - Jan 1980
-6.43%
Oct 1980 - Sep 1989
22.04%
382 out of 1733
US Inflation Adjusted -0.98% +27.34%
Feb 1971 - Jan 1980
-10.47%
Oct 1980 - Sep 1989
54.65%
947 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 +0.00% +34.02%
Feb 1970 - Jan 1980
-5.99%
Jul 1980 - Jun 1990
21.96%
378 out of 1721
US Inflation Adjusted -0.98% +24.69%
Feb 1970 - Jan 1980
-10.17%
Jul 1980 - Jun 1990
54.33%
935 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 +0.00% +29.69%
Dec 1969 - Nov 1980
-5.57%
Oct 1980 - Sep 1991
21.01%
359 out of 1709
US Inflation Adjusted -0.82% +20.32%
Dec 1969 - Nov 1980
-9.72%
Feb 1980 - Jan 1991
53.89%
921 out of 1709
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution