Simulation Settings
Period: January 1871 - June 2025 (~155 years)
Consolidated Returns as of 30 June 2025
Live Update available for July 2025
Initial Amount: 1$
Currency:
USD
Inflation: US
(Change Settings)
Results
Gold Portfolio
1.00$
Invested Capital
July 1995
July 1995
7.83$
Final Capital
June 2025
June 2025
7.10%
Yearly Return
15.68%
Std Deviation
-42.91%
Max Drawdown
107months
Recovery Period
1.00$
Invested Capital
July 1995
July 1995
3.72$
Final Capital
June 2025
June 2025
4.48%
Yearly Return
15.68%
Std Deviation
-45.71%
Max Drawdown
158months
Recovery Period
1.00$
Invested Capital
January 1871
January 1871
132.69$
Final Capital
June 2025
June 2025
3.21%
Yearly Return
12.68%
Std Deviation
-61.78%
Max Drawdown
319months
Recovery Period
1.00$
Invested Capital
January 1871
January 1871
5.16$
Final Capital
June 2025
June 2025
1.07%
Yearly Return
12.68%
Std Deviation
-82.52%
Max Drawdown
542months
Recovery Period
---
1 Day: ---
---
Month: ---
The Gold Portfolio can be implemented with 1 ETF. This portfolio has a very high risk, meaning it can experience significant fluctuations in value. It is suitable for investors with a high risk tolerance who are seeking substantial returns and can withstand large drawdowns.
The portfolio asset allocation is: 0% on the Stock Market, 0% on Fixed Income, 100% on Commodities. In general, bonds are useful for mitigating overall portfolio risk, especially if they are issued by national entities or highly reliable companies. This portfolio has a 0% allocation to bonds, leading to its classification as very high risk.
As of June 2025, in the previous 30 Years, the Gold Portfolio obtained a 7.10% compound annual return, with a 15.68% standard deviation. It suffered a maximum drawdown of -42.91% that required 107 months to be recovered.
Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information.
The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators.
Content is for informational, educational, illustrative, and entertainment purposes only.
Table of contents
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Exclusive new asset allocations in EUR and USD
Asset Allocation and ETFs
To effectively implement the asset allocation of the Gold Portfolio, investors can utilize the following selection of ETFs. These ETFs have been chosen specifically for their ability to represent each asset class within the portfolio and facilitate ease of management.
0% Stocks
0% Fixed Income
100% Commodities
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| Weight (%) |
ETF Ticker |
ETF Currency |
ETF Name | Investment Themes (Orig.Currency) |
|---|---|---|---|---|
| 100.00 |
GLD
|
USD | SPDR Gold Trust | Commodity, Gold (USD) |
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.
Evaluate your portfolio strategy in 7 different currencies
Portfolio and ETF Returns as of Jun 30, 2025
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- dividend reinvestment, when applicable.
GOLD PORTFOLIO
Capital Growth
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| Initial Amount $ | Final Amount $ | Total Return (%) | Annualized (%) | ||
|---|---|---|---|---|---|
|
|
Gold |
1 $ | 7.83 $ | 683.26% | 7.10% |
| Jul 1995 | Jun 2025 |
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| Initial Amount $ | Final Amount $ | Total Return (%) | Annualized (%) | ||
|---|---|---|---|---|---|
|
|
Gold |
1 $ | 3.72 $ | 272.25% | 4.48% |
| Jul 1995 | Jun 2025 |
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| Initial Amount $ | Final Amount $ | Total Return (%) | Annualized (%) | ||
|---|---|---|---|---|---|
|
|
Gold |
1 $ | 132.69 $ | 13 169.46% | 3.21% |
| Jan 1871 | Jun 2025 |
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| Initial Amount $ | Final Amount $ | Total Return (%) | Annualized (%) | ||
|---|---|---|---|---|---|
|
|
Gold |
1 $ | 5.16 $ | 416.38% | 1.07% |
| Jan 1871 | Jun 2025 |
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|
Show Live Returns: July 2025
|
Chg (%) | Return (%) | Return (%) as of Jun 30, 2025 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | --- |
YTD (6M) |
1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX (~155Y) |
|||
| Investment Return | --- | --- | 25.90 | 0.41 | 25.90 | 41.77 | 12.74 | 10.49 | 7.10 | 3.21 | |||
| Returns over 1 year are annualized | |||||||||||||
| (*) Eastern Time (ET - America/New York) | |||||||||||||
| The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation. | |||||||||||||
Portfolio Metrics as of Jun 30, 2025
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- dividend reinvestment, when applicable.
GOLD PORTFOLIO
Advanced Metrics
1 January 1871 - 30 June 2025 (~155 years)
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| Metrics as of Jun 30, 2025 | |||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
|
YTD
(6M) |
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~155Y) |
|
| Investment Return (%) | 25.90 | 0.41 | 5.79 | 25.90 | 41.77 | 21.86 | 12.74 | 10.49 | 10.23 | 7.10 | 3.21 |
| Growth of 1$ | 1.26 | 1.00 | 1.06 | 1.26 | 1.42 | 1.81 | 1.82 | 2.71 | 7.02 | 7.83 | 132.69 |
| US Inflation (%) | 0.94 | 0.00 | 0.30 | 0.94 | 2.43 | 2.82 | 4.53 | 3.04 | 2.55 | 2.51 | 2.12 |
| Pending updates, the monthly inflation of Jun 2025 and beyond is set at 0%. Returns / Inflation rates over 1 year are annualized. | |||||||||||
|
DRAWDOWN
|
Current | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | 0.00 | -4.49 | -9.82 | -18.08 | -18.08 | -42.91 | -42.91 | -61.78 | |||
| Start to Recovery (# months) | 3 | 6 | 40 | 40 | 107 | 107 | 319 | ||||
| Start (yyyy mm) | 2024 11 | 2022 07 | 2020 08 | 2020 08 | 2011 09 | 2011 09 | 1980 10 | ||||
| Start to Bottom (# months) | 2 | 4 | 27 | 27 | 52 | 52 | 227 | ||||
| Bottom (yyyy mm) | 2024 12 | 2022 10 | 2022 10 | 2022 10 | 2015 12 | 2015 12 | 1999 08 | ||||
| Bottom to End (# months) | 1 | 2 | 13 | 13 | 55 | 55 | 92 | ||||
| End (yyyy mm) | 2025 01 | 2022 12 | 2023 11 | 2023 11 | 2020 07 | 2020 07 | 2007 04 | ||||
| Longest Drawdown Depth (%) |
same |
-7.22 |
same |
same |
same |
same |
-12.20 | ||||
| Start to Recovery (# months) | 7 | 685 | |||||||||
| Start (yyyy mm) | 2024 11 | 2023 05 | 2020 08 | 2020 08 | 2011 09 | 2011 09 | 1876 01 | ||||
| Start to Bottom (# months) | 2 | 5 | 27 | 27 | 52 | 52 | 37 | ||||
| Bottom (yyyy mm) | 2024 12 | 2023 09 | 2022 10 | 2022 10 | 2015 12 | 2015 12 | 1879 01 | ||||
| Bottom to End (# months) | 1 | 2 | 13 | 13 | 55 | 55 | 648 | ||||
| End (yyyy mm) | 2025 01 | 2023 11 | 2023 11 | 2023 11 | 2020 07 | 2020 07 | 1933 01 | ||||
| Longest negative period (# months) | 3 | 8 | 39 | 39 | 145 | 145 | 744 | ||||
| Start (yyyy mm) | 2024 10 | 2023 02 | 2020 08 | 2020 08 | 2011 09 | 2011 09 | 1871 01 | ||||
| End (yyyy mm) | 2024 12 | 2023 09 | 2023 10 | 2023 10 | 2023 09 | 2023 09 | 1932 12 | ||||
| Annualized Return (%) | -1.52 | -6.58 | -0.22 | -0.22 | -0.30 | -0.30 | -0.16 | ||||
| Deepest Drawdown Depth (%) | 0.00 | -5.16 | -10.69 | -28.93 | -28.93 | -45.71 | -45.71 | -82.52 | |||
| Start to Recovery (# months) | 3 | 7 | 48 | 48 | 158 | 158 | 542 | ||||
| Start (yyyy mm) | 2024 11 | 2022 07 | 2020 08 | 2020 08 | 2011 09 | 2011 09 | 1980 02 | ||||
| Start to Bottom (# months) | 2 | 4 | 27 | 27 | 52 | 52 | 254 | ||||
| Bottom (yyyy mm) | 2024 12 | 2022 10 | 2022 10 | 2022 10 | 2015 12 | 2015 12 | 2001 03 | ||||
| Bottom to End (# months) | 1 | 3 | 21 | 21 | 106 | 106 | 288 | ||||
| End (yyyy mm) | 2025 01 | 2023 01 | 2024 07 | 2024 07 | 2024 10 | 2024 10 | 2025 03 | ||||
| Longest Drawdown Depth (%) |
same |
same |
same |
same |
same |
same |
-72.42 | ||||
| Start to Recovery (# months) | 929 | ||||||||||
| Start (yyyy mm) | 2024 11 | 2022 07 | 2020 08 | 2020 08 | 2011 09 | 2011 09 | 1896 10 | ||||
| Start to Bottom (# months) | 2 | 4 | 27 | 27 | 52 | 52 | 886 | ||||
| Bottom (yyyy mm) | 2024 12 | 2022 10 | 2022 10 | 2022 10 | 2015 12 | 2015 12 | 1970 07 | ||||
| Bottom to End (# months) | 1 | 3 | 21 | 21 | 106 | 106 | 43 | ||||
| End (yyyy mm) | 2025 01 | 2023 01 | 2024 07 | 2024 07 | 2024 10 | 2024 10 | 1974 02 | ||||
| Longest negative period (# months) | 3 | 15 | 47 | 78 | 160 | 160 | 1587 | ||||
| Start (yyyy mm) | 2024 10 | 2022 07 | 2020 08 | 2016 05 | 2011 09 | 2011 09 | 1871 01 | ||||
| End (yyyy mm) | 2024 12 | 2023 09 | 2024 06 | 2022 10 | 2024 12 | 2024 12 | 2003 03 | ||||
| Annualized Return (%) | -5.19 | -1.84 | -1.11 | -0.22 | -0.23 | -0.23 | 0.00 | ||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Standard Deviation (%) | 12.19 | 13.78 | 14.71 | 14.08 | 16.77 | 15.68 | 12.68 | ||||
| Sharpe Ratio | 3.05 | 1.26 | 0.68 | 0.62 | 0.52 | 0.31 | -0.06 | ||||
| Sortino Ratio | 4.27 | 1.88 | 1.03 | 0.92 | 0.75 | 0.46 | -0.11 | ||||
| Ulcer Index | 1.52 | 3.04 | 6.97 | 6.57 | 19.51 | 20.46 | 22.23 | ||||
| Ratio: Return / Standard Deviation | 3.43 | 1.59 | 0.87 | 0.75 | 0.61 | 0.45 | 0.25 | ||||
| Ratio: Return / Deepest Drawdown | 9.31 | 2.22 | 0.70 | 0.58 | 0.24 | 0.17 | 0.05 | ||||
| Positive Months (%) | 75.00 | 61.11 | 51.66 | 51.66 | 52.91 | 51.38 | 81.33 | ||||
| Positive Months | 9 | 22 | 31 | 62 | 127 | 185 | 1508 | ||||
| Negative Months | 3 | 14 | 29 | 58 | 113 | 175 | 346 | ||||
|
LONG TERM RETURNS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | ||||
| Best 10 Years Return (%) - Annualized | 10.49 | 10.49 | 20.54 | 34.02 | |||||||
| Worst 10 Years Return (%) - Annualized | -1.05 | -1.05 | -5.99 | ||||||||
| Best 10 Years Return (%) - Annualized | 7.23 | 7.74 | 17.65 | 24.69 | |||||||
| Worst 10 Years Return (%) - Annualized | -3.48 | -3.48 | -10.17 | ||||||||
|
TIMEFRAMES
|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |
| ··· As of Jun 2025 - Over the previous 30Y | |||||||||||
| Best Rolling Return (%) - Annualized | 54.21 | 32.87 | 23.37 | 20.54 | 10.44 | 7.10 | |||||
| Worst Rolling Return (%) - Annualized | -28.33 | -15.02 | -8.25 | -1.05 | 4.91 | ||||||
| Positive Periods (%) | 63.3 | 71.6 | 74.7 | 96.6 | 100.0 | 100.0 | |||||
| Best Rolling Return (%) - Annualized | 48.31 | 30.94 | 21.04 | 17.65 | 7.75 | 4.48 | |||||
| Worst Rolling Return (%) - Annualized | -29.40 | -15.83 | -10.50 | -3.48 | 2.65 | ||||||
| Positive Periods (%) | 58.1 | 62.4 | 71.0 | 86.3 | 100.0 | 100.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 6.77 | 10.87 | 14.19 | 15.30 | 29.89 | 29.08 | 0.00 | 0.00 | |||
| 95% CVaR - Conditional Value at Risk (%) | 8.65 | 14.13 | 18.79 | 20.90 | 33.78 | 31.71 | 1.71 | 0.00 | |||
| 99% VaR - Value at Risk (%) - Cumulative | 9.86 | 16.22 | 21.75 | 25.50 | 37.38 | 34.31 | 8.94 | 0.00 | |||
| 99% CVaR - Conditional Value at Risk (%) | 11.82 | 19.62 | 26.56 | 27.82 | 38.23 | 34.88 | 10.02 | 0.00 | |||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 82.56 | 24.17 | 13.87 | 6.91 | 5.10 | 4.20 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | 2.11 | 3.07 | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||||
| ··· All available data (Jan 1871 - Jun 2025) | |||||||||||
| Best Rolling Return (%) - Annualized | 179.42 | 70.26 | 39.62 | 34.02 | 15.64 | 9.81 | |||||
| Worst Rolling Return (%) - Annualized | -37.71 | -15.32 | -14.69 | -5.99 | -4.36 | -0.43 | |||||
| Positive Periods (%) | 73.0 | 76.3 | 76.4 | 78.2 | 84.4 | 93.5 | |||||
| Best Rolling Return (%) - Annualized | 145.39 | 55.18 | 30.97 | 24.69 | 10.01 | 5.44 | |||||
| Worst Rolling Return (%) - Annualized | -42.05 | -20.23 | -19.61 | -10.17 | -7.77 | -3.39 | |||||
| Positive Periods (%) | 46.3 | 42.0 | 41.9 | 46.1 | 54.4 | 67.0 | |||||
| 95% VaR - Value at Risk (%) - Cumulative | 5.69 | 9.45 | 12.79 | 12.17 | 18.86 | 21.09 | 18.02 | 11.15 | 2.73 | ||
| 95% CVaR - Conditional Value at Risk (%) | 7.21 | 12.08 | 16.51 | 20.30 | 26.07 | 30.59 | 28.37 | 27.74 | 9.67 | ||
| 99% VaR - Value at Risk (%) - Cumulative | 8.19 | 13.77 | 18.90 | 25.85 | 32.68 | 33.43 | 33.58 | 44.18 | 10.87 | ||
| 99% CVaR - Conditional Value at Risk (%) | 9.78 | 16.52 | 22.79 | 31.53 | 35.63 | 43.62 | 37.61 | 52.81 | 12.01 | ||
| Short term VaRs: analytical | 1+ year VaRs: historical data | |||||||||||
| Safe Withdrawal Rate (%) | 72.10 | 19.10 | 10.00 | 4.59 | 1.73 | 1.06 | |||||
| Perpetual Withdrawal Rate (%) | --- | --- | --- | --- | --- | --- | |||||
| % based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com | |||||||||||
- Annualized Portfolio Return: the annualized geometric mean return of the portfolio. When cashflows are involved, it is calculated using the Money-Weighted Rate of Return (MWRR), based on the Modified Dietz formula.
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration. When cashflows are involved, portfolio values are normalized by the invested capital (i.e. owned quotes) at each time step: this isolates the effect of market performance from capital contributions, avoiding misleading drawdowns caused by large inflows that artificially lift portfolio value and, as a result, the drawdowns match the ones without cash flows.
- Longest negative period: it's the maximum period for which an overall negative return has been observed.
- Standard Deviation: it's a measure of the dispersion of returns around the mean.
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
- Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
- Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
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Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
GOLD PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
1 July 1995 - 30 June 2025 (30 Years)
1 January 1871 - 30 June 2025 (~155 years)
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Rolling Returns
For a detailed rolling return analysis, click here
Gold Portfolio: Rolling Returns
Gold Portfolio: 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.
GOLD PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
1 July 1995 - 30 June 2025 (30 Years)
1 January 1871 - 30 June 2025 (~155 years)
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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.
Seasonality
In which months is it better to invest in Gold Portfolio?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from January 1871 to June 2025.
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For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the Gold Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
GOLD PORTFOLIO
Monthly Returns Distribution
1 July 1995 - 30 June 2025 (30 Years)
1 January 1871 - 30 June 2025 (~155 years)
185 Positive Months (51%) - 175 Negative Months (49%)
1508 Positive Months (81%) - 346 Negative Months (19%)
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Methodology
Returns, up to December 2004, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.
In particular, the series derived from equivalent datasets are:
Returns, up to December 2004, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.
In particular, the series derived from equivalent datasets are:
- SPDR Gold Trust (GLD), up to December 2004
Portfolio efficiency
Compare Gold Portfolio performance and efficiency against top portfolios to identify strengths and areas for improvement.
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Compare this portfolio with a list of famous portfolios. Metrics are calculated over the last 30 Years.
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Compare this portfolio with up to 3 other portfolios.
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