I often come across the range of stock returns for 1-yr, 5-yr, 10-yr and 20-yr increments, which shows the range of return decreasing with time horizon (for example: slide 75 from JPMorgan's guide to the markets: https://am.jpmorgan.com/content/dam/jpm ... ets-us.pdf).
This is almost always for the S&P 500 - is there a similar set of data for U.S. investors who hold the global market cap (VT/VTWAX)?