Porfolio that would have been best for every rolling X years? (bond, investment)

[snowmountains]

Are there studies of investment portfolios that would have been better than others for say, every rolling 10 years (or every rolling 5, 15 years...) in history?

[mathjak107]

yes .

but you have to define best . the main parameters for judging are gains , number of losing years and volatility .

they all do not coincide so what is "best " to you may not be "best to me . depending my priority's .

best for gains will likely be 100% equities over a typical accumulation period which runs decades . but if a blend is your goal than the golden butterfly back tested the best since 1970 .

you can compare portfolio's here as well as look at the heat maps for any years and time frames you like to see how they did .

the best overall was the golden butterfly on a risk vs reward basis but the past may not represent the future .

something like getting hit with extended periods of rising bond rates , not short term rates can have a totally different outcome .

to be honest you are trying to drive by looking in the rear view mirror .

if gains are not that important but never being devastated by any outcome whether it is a recession ,depression ,hyper inflation or prosperity than the 4 component permanent portfolio has been pretty stable on a real return basis .

but you give up some gains for stability and safety . in the end everything will be a trade off somewhere .

https://portfoliocharts.com/portfolios/