Gretchen Tai vs David Swensen Lazy Portfolio Comparison

Last Update: 29 February 2024

The Gretchen Tai Portfolio obtained a 7.11% compound annual return, with a 11.65% standard deviation, in the last 30 Years.

The David Swensen Lazy Portfolio obtained a 7.78% compound annual return, with a 10.88% standard deviation, in the last 30 Years.

Summary

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Gretchen Tai Portfolio David Swensen Lazy Portfolio
Portfolio Risk High High
Asset Allocation Stocks 70% 70%
Fixed Income 30% 30%
Commodities 0% 0%
30 Years Stats Return +7.11% +7.78%
Std Dev 11.65% 10.88%
Max Drawdown -41.80% -40.89%
All time Stats
(Since Jan 1986)
Return +8.78% +8.94%
Std Dev 11.87% 10.82%
Max Drawdown -41.80% -40.89%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1986

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1M 6M 1Y 5Y 10Y 30Y MAX
Gretchen Tai Portfolio +2.33 +7.44 +13.06 +6.27 +5.77 +7.11 +8.78
David Swensen Lazy Portfolio +2.31 +7.32 +12.41 +6.63 +6.26 +7.78 +8.94
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Gretchen Tai Portfolio: an investment of 1$, since March 1994, now would be worth 7.85$, with a total return of 684.95% (7.11% annualized).

David Swensen Lazy Portfolio: an investment of 1$, since March 1994, now would be worth 9.46$, with a total return of 846.33% (7.78% annualized).

Gretchen Tai Portfolio: an investment of 1$, since January 1986, now would be worth 24.87$, with a total return of 2386.88% (8.78% annualized).

David Swensen Lazy Portfolio: an investment of 1$, since January 1986, now would be worth 26.23$, with a total return of 2522.59% (8.94% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Gretchen Tai Portfolio
David Swensen Lazy Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-41.80% Nov 2007 Feb 2009 (16) Feb 2011 (40) 18.94
-40.89% Nov 2007 Feb 2009 (16) Dec 2010 (38) 17.98
-23.59% Jan 2022 Sep 2022 (9) In progress (26) 12.57
-22.92% Apr 2000 Sep 2002 (30) Nov 2003 (44) 12.59
-22.43% Jan 2022 Sep 2022 (9) In progress (26) 12.90
-16.24% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.25
-14.66% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.73
-14.25% May 2011 Sep 2011 (5) Sep 2012 (17) 5.39
-12.86% May 1998 Aug 1998 (4) Dec 1998 (8) 5.93
-12.40% May 2011 Sep 2011 (5) Feb 2012 (10) 5.05
-11.28% Apr 1998 Aug 1998 (5) Dec 1998 (9) 4.62
-10.67% Sep 2000 Sep 2002 (25) May 2003 (33) 5.86
-10.37% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.33
-10.09% May 2015 Feb 2016 (10) Jul 2016 (15) 5.43
-8.18% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.73
-6.84% Mar 2015 Sep 2015 (7) Jun 2016 (16) 3.51
-6.06% Mar 1994 Nov 1994 (9) Apr 1995 (14) 3.55
-5.90% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.15
-5.27% Sep 1994 Jan 1995 (5) Apr 1995 (8) 3.35
-4.74% May 2012 May 2012 (1) Aug 2012 (4) 2.23

Drawdown comparison chart since January 1986.

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Gretchen Tai Portfolio
David Swensen Lazy Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-41.80% Nov 2007 Feb 2009 (16) Feb 2011 (40) 18.94
-40.89% Nov 2007 Feb 2009 (16) Dec 2010 (38) 17.98
-23.59% Jan 2022 Sep 2022 (9) In progress (26) 12.57
-22.92% Apr 2000 Sep 2002 (30) Nov 2003 (44) 12.59
-22.43% Jan 2022 Sep 2022 (9) In progress (26) 12.90
-17.50% Sep 1987 Nov 1987 (3) Nov 1988 (15) 8.27
-16.24% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.25
-16.20% Sep 1987 Nov 1987 (3) Dec 1988 (16) 7.26
-16.12% Jan 1990 Sep 1990 (9) Feb 1991 (14) 7.89
-14.66% Feb 2020 Mar 2020 (2) Aug 2020 (7) 6.73
-14.25% May 2011 Sep 2011 (5) Sep 2012 (17) 5.39
-12.86% May 1998 Aug 1998 (4) Dec 1998 (8) 5.93
-12.63% Jan 1990 Sep 1990 (9) Feb 1991 (14) 6.15
-12.40% May 2011 Sep 2011 (5) Feb 2012 (10) 5.05
-11.28% Apr 1998 Aug 1998 (5) Dec 1998 (9) 4.62
-10.67% Sep 2000 Sep 2002 (25) May 2003 (33) 5.86
-10.37% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.33
-10.09% May 2015 Feb 2016 (10) Jul 2016 (15) 5.43
-8.21% Feb 1994 Nov 1994 (10) May 1995 (16) 5.21
-8.18% Sep 2018 Dec 2018 (4) Mar 2019 (7) 3.73

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
+1.47%
-0.85%
+1.23%
-1.06%
2023
+15.12%
-9.19%
+14.13%
-8.59%
2022
-17.30%
-23.59%
-17.86%
-22.43%
2021
+12.15%
-3.19%
+17.34%
-3.57%
2020
+12.24%
-16.24%
+10.56%
-14.66%
2019
+20.82%
-3.77%
+21.27%
-2.73%
2018
-7.59%
-10.37%
-5.67%
-8.18%
2017
+18.32%
0.00%
+13.94%
0.00%
2016
+7.93%
-3.80%
+7.74%
-3.13%
2015
-2.21%
-8.93%
-0.95%
-6.84%
2014
+4.44%
-3.36%
+9.97%
-3.50%
2013
+14.58%
-4.17%
+10.89%
-4.57%
2012
+14.85%
-6.38%
+13.49%
-4.74%
2011
-1.45%
-14.25%
+2.21%
-12.40%
2010
+12.51%
-8.38%
+15.37%
-7.79%
2009
+26.58%
-15.87%
+24.86%
-16.73%
2008
-27.67%
-32.64%
-25.53%
-30.78%
2007
+9.39%
-4.36%
+5.59%
-4.67%
2006
+17.39%
-3.34%
+17.84%
-2.82%
2005
+10.26%
-3.11%
+8.97%
-2.65%
2004
+15.60%
-4.14%
+16.10%
-5.90%
2003
+29.40%
-2.98%
+26.85%
-1.91%
2002
-7.43%
-14.03%
-3.41%
-9.34%
2001
-6.29%
-15.42%
-1.71%
-9.38%
2000
-4.67%
-9.28%
+3.13%
-5.95%
1999
+22.01%
-2.31%
+12.70%
-3.25%
1998
+10.02%
-12.86%
+8.13%
-11.28%
1997
+11.39%
-4.43%
+15.35%
-3.79%
1996
+10.62%
-3.29%
+15.04%
-2.41%
1995
+17.98%
-1.12%
+20.31%
-1.03%
1994
-0.51%
-7.04%
-2.86%
-8.21%
1993
+26.87%
-4.15%
+20.71%
-3.68%
1992
+0.50%
-4.36%
+5.36%
-3.21%
1991
+30.31%
-4.13%
+29.05%
-3.46%
1990
-8.54%
-16.12%
-6.06%
-12.63%
1989
+25.15%
-2.12%
+21.59%
-1.39%
1988
+19.39%
-3.11%
+15.34%
-2.25%
1987
+4.96%
-17.50%
+2.49%
-16.20%
1986
+29.74%
-4.54%
+23.31%
-3.94%