Gold vs Simplified Permanent Portfolio Comparison

Last Update: 29 February 2024

The Gold Portfolio obtained a 5.46% compound annual return, with a 15.44% standard deviation, in the last 30 Years.

The Simplified Permanent Portfolio obtained a 6.85% compound annual return, with a 6.88% standard deviation, in the last 30 Years.

Summary

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Gold Portfolio Simplified Permanent Portfolio
Portfolio Risk Very High Medium
Asset Allocation Stocks 0% 25%
Fixed Income 0% 50%
Commodities 100% 25%
30 Years Stats Return +5.46% +6.85%
Std Dev 15.44% 6.88%
Max Drawdown -42.91% -16.43%
All time Stats
(Since Jan 1871)
Return +2.92% +5.81%
Std Dev 12.66% 6.24%
Max Drawdown -61.78% -30.22%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1871

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1M 6M 1Y 5Y 10Y 30Y MAX
Gold Portfolio +0.46 +5.16 +11.50 +8.83 +4.02 +5.46 +2.92
Simplified Permanent Portfolio +0.41 +5.26 +10.59 +5.74 +4.68 +6.85 +5.81
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Gold Portfolio: an investment of 1$, since March 1994, now would be worth 4.93$, with a total return of 393.44% (5.46% annualized).

Simplified Permanent Portfolio: an investment of 1$, since March 1994, now would be worth 7.30$, with a total return of 630.07% (6.85% annualized).

Gold Portfolio: an investment of 1$, since January 1871, now would be worth 82.41$, with a total return of 8140.80% (2.92% annualized).

Simplified Permanent Portfolio: an investment of 1$, since January 1871, now would be worth 5673.12$, with a total return of 567212.41% (5.81% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Gold Portfolio
Simplified Permanent Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-42.91% Sep 2011 Dec 2015 (52) Jul 2020 (107) 28.29
-37.17% Feb 1996 Aug 1999 (43) Dec 2003 (95) 24.75
-25.83% Mar 2008 Oct 2008 (8) May 2009 (15) 10.74
-18.08% Aug 2020 Oct 2022 (27) Nov 2023 (40) 8.45
-16.43% Jan 2022 Sep 2022 (9) In progress (26) 8.81
-13.28% Mar 2008 Oct 2008 (8) Aug 2009 (18) 5.20
-8.64% Dec 2004 May 2005 (6) Sep 2005 (10) 5.30
-8.63% May 2006 Sep 2006 (5) Feb 2007 (10) 4.31
-8.37% Dec 2009 Jan 2010 (2) May 2010 (6) 5.13
-8.31% Apr 2004 Apr 2004 (1) Oct 2004 (7) 5.49
-6.69% Apr 2013 Jun 2013 (3) Feb 2014 (11) 3.22
-6.38% Jan 2011 Jan 2011 (1) Mar 2011 (3) 3.21
-6.23% Aug 2016 Dec 2016 (5) Jul 2017 (12) 3.09
-5.27% Feb 2015 Dec 2015 (11) Mar 2016 (14) 3.18
-5.22% Jun 2009 Jun 2009 (1) Sep 2009 (4) 2.98
-5.09% Feb 1999 Aug 1999 (7) Oct 1999 (9) 3.00
-5.09% Jul 2010 Jul 2010 (1) Aug 2010 (2) 2.94
-5.05% Oct 1994 Jan 1995 (4) Jan 1996 (16) 2.75
-4.90% Jan 2004 Feb 2004 (2) Mar 2004 (3) 3.15
-4.79% Apr 2004 Apr 2004 (1) Oct 2004 (7) 3.04

Drawdown comparison chart since January 1871.

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Gold Portfolio
Simplified Permanent Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-61.78% Oct 1980 Aug 1999 (227) Apr 2007 (319) 44.50
-44.24% Jan 1975 Aug 1976 (20) Jul 1978 (43) 22.42
-42.91% Sep 2011 Dec 2015 (52) Jul 2020 (107) 28.29
-30.22% Sep 1929 May 1932 (33) Jun 1933 (46) 15.45
-25.83% Mar 2008 Oct 2008 (8) May 2009 (15) 10.74
-24.27% Feb 1980 Mar 1980 (2) Jun 1980 (5) 14.98
-20.49% Jul 1973 Oct 1973 (4) Jan 1974 (7) 13.59
-20.28% Nov 1978 Nov 1978 (1) Feb 1979 (4) 9.71
-19.77% May 1969 Jan 1970 (9) Dec 1971 (32) 12.66
-18.25% Jan 1948 Jan 1955 (85) Mar 1969 (255) 15.35
-18.08% Aug 2020 Oct 2022 (27) Nov 2023 (40) 8.45
-16.62% Apr 1974 Jun 1974 (3) Nov 1974 (8) 9.02
-16.43% Jan 2022 Sep 2022 (9) In progress (26) 8.81
-14.34% Dec 1980 Sep 1981 (10) Aug 1982 (21) 8.76
-13.70% Mar 1937 Mar 1938 (13) Oct 1939 (32) 5.72
-13.28% Mar 2008 Oct 2008 (8) Aug 2009 (18) 5.20
-13.17% Feb 1980 Mar 1980 (2) Jun 1980 (5) 6.15
-13.14% May 1969 May 1970 (13) Jan 1971 (21) 7.88
-12.20% Jan 1876 Jan 1879 (37) Jan 1933 (685) 12.05
-11.98% Jan 1876 Jun 1877 (18) May 1879 (41) 6.59

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
-0.97%
-1.42%
+0.37%
-0.04%
2023
+12.69%
-7.22%
+11.51%
-5.16%
2022
-0.77%
-15.91%
-12.67%
-16.43%
2021
-4.15%
-10.32%
+3.72%
-3.81%
2020
+24.81%
-10.12%
+16.46%
-3.11%
2019
+17.86%
-4.10%
+16.15%
-0.99%
2018
-1.94%
-11.66%
-1.29%
-3.68%
2017
+12.81%
-4.09%
+9.78%
-0.96%
2016
+8.03%
-15.02%
+5.72%
-6.23%
2015
-10.67%
-17.81%
-1.82%
-5.27%
2014
-2.19%
-12.44%
+7.12%
-2.59%
2013
-28.33%
-28.33%
-1.76%
-6.69%
2012
+6.60%
-10.45%
+7.59%
-1.89%
2011
+9.57%
-14.48%
+10.45%
-3.69%
2010
+29.27%
-5.09%
+16.36%
-0.02%
2009
+24.03%
-7.20%
+9.94%
-4.96%
2008
+4.92%
-25.83%
+0.94%
-13.28%
2007
+30.45%
-4.20%
+14.14%
-1.50%
2006
+22.55%
-8.63%
+10.82%
-2.47%
2005
+17.76%
-4.91%
+7.34%
-1.60%
2004
+4.65%
-8.31%
+6.42%
-4.79%
2003
+19.89%
-8.88%
+15.31%
-2.22%
2002
+25.57%
-6.72%
+9.00%
-2.60%
2001
+0.75%
-6.10%
+0.15%
-3.21%
2000
-5.44%
-9.93%
+4.63%
-2.98%
1999
+0.85%
-11.47%
+2.25%
-5.09%
1998
-0.83%
-12.01%
+12.93%
-4.63%
1997
-21.41%
-21.41%
+8.38%
-2.87%
1996
-4.59%
-8.95%
+4.09%
-3.64%
1995
+0.98%
-2.46%
+21.97%
0.00%
1994
-2.17%
-3.91%
-4.18%
-5.67%
1993
+17.68%
-11.51%
+13.56%
-1.61%
1992
-5.73%
-6.97%
+4.46%
-3.11%
1991
-8.56%
-10.05%
+15.41%
-1.06%
1990
-3.11%
-15.14%
+1.55%
-5.66%
1989
-2.84%
-12.30%
+15.24%
-1.52%
1988
-15.26%
-18.05%
+3.97%
-2.03%
1987
+24.53%
-1.97%
+5.46%
-5.83%
1986
+18.96%
-8.14%
+19.06%
-1.00%
1985
+6.00%
-6.67%
+24.24%
-2.66%
1984
-19.38%
-21.80%
+3.14%
-5.27%
1983
-16.31%
-23.52%
+2.74%
-3.74%
1982
+14.94%
-20.13%
+28.65%
-5.77%
1981
-32.60%
-32.60%
-6.55%
-13.29%
1980
+15.19%
-24.27%
+11.44%
-13.17%
1979
+126.55%
-4.46%
+38.61%
-5.94%
1978
+37.01%
-20.28%
+11.00%
-5.48%
1977
+22.64%
-4.00%
+5.09%
-3.12%
1976
-4.10%
-25.85%
+13.24%
-2.32%
1975
-24.80%
-25.92%
+6.02%
-7.68%
1974
+66.15%
-16.62%
+11.61%
-11.37%
1973
+72.96%
-20.49%
+15.34%
-6.38%
1972
+49.02%
-6.88%
+17.84%
-2.23%
1971
+16.70%
-3.48%
+14.20%
-2.36%
1970
+6.16%
-1.56%
+12.20%
-5.73%
1969
-16.07%
-19.25%
-9.41%
-11.13%
1968
+18.16%
-7.38%
+11.01%
-0.78%
1967
+0.28%
0.00%
+5.38%
-1.95%
1966
-0.28%
-0.28%
+0.48%
-4.81%
1965
+0.42%
0.00%
+4.02%
-0.86%
1964
+0.28%
0.00%
+5.99%
-0.28%
1963
-0.28%
-0.28%
+6.03%
-0.83%
1962
-0.42%
-0.42%
+0.41%
-5.15%
1961
-2.74%
-2.74%
+7.10%
-1.25%
1960
+3.55%
0.00%
+6.95%
-1.34%
1959
+0.00%
0.00%
+2.64%
-2.19%
1958
+0.00%
0.00%
+10.15%
-0.76%
1957
+0.14%
0.00%
+0.51%
-3.69%
1956
+0.14%
0.00%
+0.82%
-2.90%
1955
-0.28%
-0.28%
+5.80%
-0.45%
1954
-0.70%
-0.70%
+14.04%
-1.08%
1953
-8.27%
-8.27%
-0.81%
-5.34%
1952
-3.25%
-3.25%
+3.54%
-1.51%
1951
-0.62%
-0.62%
+4.75%
-1.88%
1950
-0.62%
-0.62%
+6.73%
-1.65%
1949
-3.57%
-3.57%
+6.56%
-1.06%
1948
-2.33%
-2.33%
+1.37%
-2.71%
1947
+12.42%
0.00%
+3.38%
-1.58%
1946
+2.68%
0.00%
-0.72%
-6.02%
1945
+2.76%
0.00%
+13.13%
-0.77%
1944
-0.68%
-0.68%
+6.27%
-0.34%
1943
+2.82%
0.00%
+8.67%
-2.39%
1942
+0.00%
0.00%
+5.07%
-3.07%
1941
+2.90%
0.00%
-0.43%
-3.99%
1940
-1.43%
-1.43%
+0.90%
-6.62%
1939
+0.00%
0.00%
+2.59%
-2.86%
1938
+0.00%
0.00%
+9.29%
-6.59%
1937
+0.00%
0.00%
-8.08%
-9.88%
1936
+0.00%
0.00%
+11.10%
-1.80%
1935
+0.00%
0.00%
+13.72%
-1.24%
1934
+8.29%
0.00%
+6.62%
-2.89%
1933
+56.36%
0.00%
+29.29%
-5.58%
1932
+0.00%
0.00%
+2.29%
-9.64%
1931
+0.00%
0.00%
-12.31%
-16.02%
1930
+0.00%
0.00%
-4.80%
-9.44%
1929
+0.00%
0.00%
-0.60%
-8.59%
1928
+0.00%
0.00%
+10.16%
-1.26%
1927
+0.00%
0.00%
+11.74%
-1.08%
1926
+0.00%
0.00%
+5.77%
-1.75%
1925
+0.00%
0.00%
+9.10%
-1.55%
1924
+0.00%
0.00%
+10.50%
-0.47%
1923
+0.00%
0.00%
+3.44%
-2.77%
1922
+0.00%
0.00%
+10.08%
-1.24%
1921
+0.00%
0.00%
+9.09%
-1.94%
1920
+0.00%
0.00%
-2.79%
-3.70%
1919
+0.00%
0.00%
+6.19%
-2.20%
1918
+0.00%
0.00%
+6.84%
-0.72%
1917
+0.00%
0.00%
-5.80%
-5.80%
1916
+0.00%
0.00%
+3.90%
-0.60%
1915
+0.00%
0.00%
+10.04%
-0.74%
1914
+0.00%
0.00%
-0.47%
-5.19%
1913
+0.00%
0.00%
-0.35%
-1.95%
1912
+0.00%
0.00%
+3.78%
-0.82%
1911
+0.00%
0.00%
+1.80%
-2.64%
1910
+0.00%
0.00%
+0.56%
-2.32%
1909
+0.00%
0.00%
+3.60%
-0.55%
1908
+0.00%
0.00%
+12.62%
-0.57%
1907
+0.00%
0.00%
-9.25%
-9.26%
1906
+0.00%
0.00%
+1.76%
-2.08%
1905
+0.00%
0.00%
+6.65%
-1.44%
1904
+0.00%
0.00%
+8.30%
-0.90%
1903
+0.00%
0.00%
-3.26%
-5.82%
1902
+0.00%
0.00%
+2.01%
-2.23%
1901
+0.00%
0.00%
+6.90%
-2.18%
1900
+0.00%
0.00%
+8.26%
-0.88%
1899
+0.00%
0.00%
+4.73%
-1.32%
1898
+0.00%
0.00%
+8.63%
-4.16%
1897
+0.00%
0.00%
+10.73%
-0.31%
1896
+0.00%
0.00%
+2.27%
-4.87%
1895
+0.00%
0.00%
+5.14%
-2.94%
1894
+0.00%
0.00%
+3.06%
-1.11%
1893
+0.00%
0.00%
-2.81%
-7.23%
1892
+0.00%
0.00%
+1.85%
-0.92%
1891
+0.00%
0.00%
+4.30%
-2.66%
1890
+0.00%
0.00%
-1.76%
-3.61%
1889
+0.00%
0.00%
+2.94%
-0.76%
1888
+0.00%
0.00%
+3.44%
-1.38%
1887
+0.00%
0.00%
+0.13%
-3.25%
1886
+0.00%
0.00%
+6.58%
-0.66%
1885
+0.00%
0.00%
+9.57%
-0.72%
1884
+0.00%
0.00%
-1.86%
-4.99%
1883
+0.00%
0.00%
+1.84%
-1.39%
1882
+0.00%
0.00%
+3.62%
-1.49%
1881
+0.00%
0.00%
+4.48%
-2.34%
1880
+0.00%
0.00%
+12.85%
-1.46%
1879
-0.10%
-0.10%
+15.96%
-0.31%
1878
-2.64%
-2.64%
+4.59%
-0.40%
1877
-4.71%
-4.71%
-2.46%
-6.35%
1876
-5.27%
-5.27%
-6.01%
-6.10%
1875
+1.95%
0.00%
+4.28%
-1.56%
1874
+1.54%
0.00%
+4.84%
-1.78%
1873
-1.94%
-1.94%
+1.68%
-6.29%
1872
+2.66%
0.00%
+6.47%
-1.80%
1871
-1.27%
-1.27%
+8.64%
-1.32%