10-year Treasury Portfolio vs Gyroscopic Investing Desert Portfolio Portfolio Comparison

Simulation Settings
Period: January 1871 - April 2025 (~154 years)
Consolidated Returns as of 30 April 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1871)
Inflation Adjusted:
10-year Treasury Portfolio
1.00$
Initial Capital
May 1995
4.13$
Final Capital
April 2025
4.84%
Yearly Return
6.83%
Std Deviation
-23.19%
Max Drawdown
57months*
Recovery Period
* in progress
1.00$
Initial Capital
May 1995
1.96$
Final Capital
April 2025
2.27%
Yearly Return
6.83%
Std Deviation
-35.52%
Max Drawdown
59months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1871
931.20$
Final Capital
April 2025
4.53%
Yearly Return
5.46%
Std Deviation
-23.19%
Max Drawdown
57months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1871
36.35$
Final Capital
April 2025
2.36%
Yearly Return
5.46%
Std Deviation
-58.41%
Max Drawdown
543months
Recovery Period
Gyroscopic Investing Desert Portfolio
1.00$
Initial Capital
May 1995
7.32$
Final Capital
April 2025
6.86%
Yearly Return
5.50%
Std Deviation
-14.72%
Max Drawdown
27months
Recovery Period
1.00$
Initial Capital
May 1995
3.48$
Final Capital
April 2025
4.24%
Yearly Return
5.50%
Std Deviation
-21.07%
Max Drawdown
44months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1871
11.0K$
Final Capital
April 2025
6.22%
Yearly Return
5.97%
Std Deviation
-33.15%
Max Drawdown
48months
Recovery Period
1.00$
Initial Capital
January 1871
429.69$
Final Capital
April 2025
4.01%
Yearly Return
5.97%
Std Deviation
-46.37%
Max Drawdown
121months
Recovery Period

As of April 2025, in the previous 30 Years, the 10-year Treasury Portfolio obtained a 4.84% compound annual return, with a 6.83% standard deviation. It suffered a maximum drawdown of -23.19% which has been ongoing for 57 months and is still in progress.

As of April 2025, in the previous 30 Years, the Gyroscopic Investing Desert Portfolio obtained a 6.86% compound annual return, with a 5.50% standard deviation. It suffered a maximum drawdown of -14.72% that required 27 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.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

10-year Treasury Portfolio
Weight
(%)		 Ticker Name
100.00
IEF
iShares 7-10 Year Treasury Bond
Gyroscopic Investing Desert Portfolio
Weight
(%)		 Ticker Name
30.00
VTI
Vanguard Total Stock Market
60.00
IEI
iShares 3-7 Year Treasury Bond
10.00
GLD
SPDR Gold Trust
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Portfolio Returns as of Apr 30, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1871 - 30 April 2025 (~154 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~154Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp 10-year Treasury
-- Market Benchmark 		4.88 1.06 3.56 8.99 -2.54 0.92 4.84 4.53
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_gyroscopic_investing.webp Desert Portfolio
Gyroscopic Investing 		3.40 1.24 3.88 13.30 5.82 5.58 6.86 6.22
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

10-year Treasury Portfolio: an investment of 1$, since May 1995, now would be worth 4.13$, with a total return of 312.71% (4.84% annualized).

Gyroscopic Investing Desert Portfolio: an investment of 1$, since May 1995, now would be worth 7.32$, with a total return of 632.26% (6.86% annualized).


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10-year Treasury Portfolio: an investment of 1$, since January 1871, now would be worth 931.20$, with a total return of 93020.35% (4.53% annualized).

Gyroscopic Investing Desert Portfolio: an investment of 1$, since January 1871, now would be worth 11008.58$, with a total return of 1100757.86% (6.22% annualized).


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Portfolio Metrics as of Apr 30, 2025

The following metrics, updated as of 30 April 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 May 2024 - 30 April 2025 (1 year)
Period: 1 May 2020 - 30 April 2025 (5 years)
Period: 1 May 2015 - 30 April 2025 (10 years)
Period: 1 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1871 - 30 April 2025 (~154 years)
Swipe left to see all data
10-year Treasury Desert Portfolio
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 100% 60%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 8.99 13.30
Infl. Adjusted Return (%) 6.78 10.99
DRAWDOWN
Deepest Drawdown Depth (%) -4.61 -1.63
Start to Recovery (months) 7 2
Longest Drawdown Depth (%) -4.61 -0.95
Start to Recovery (months) 7 2
Longest Negative Period (months) 6 3
RISK INDICATORS
Standard Deviation (%) 6.12 4.49
Sharpe Ratio 0.69 1.89
Sortino Ratio 0.82 2.31
Ulcer Index 2.10 0.53
Ratio: Return / Standard Deviation 1.47 2.96
Ratio: Return / Deepest Drawdown 1.95 8.14
Metrics calculated over the period 1 May 2024 - 30 April 2025
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10-year Treasury Desert Portfolio
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 100% 60%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) -2.54 5.82
Infl. Adjusted Return (%) -6.77 1.23
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -14.72
Start to Recovery (months) 57* 27
Longest Drawdown Depth (%) -23.19 -14.72
Start to Recovery (months) 57* 27
Longest Negative Period (months) 60* 38
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.46 7.18
Sharpe Ratio -0.68 0.46
Sortino Ratio -0.96 0.61
Ulcer Index 13.84 5.30
Ratio: Return / Standard Deviation -0.34 0.81
Ratio: Return / Deepest Drawdown -0.11 0.39
Metrics calculated over the period 1 May 2020 - 30 April 2025
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10-year Treasury Desert Portfolio
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 100% 60%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 0.92 5.58
Infl. Adjusted Return (%) -2.09 2.43
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -14.72
Start to Recovery (months) 57* 27
Longest Drawdown Depth (%) -23.19 -14.72
Start to Recovery (months) 57* 27
Longest Negative Period (months) 103 38
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.58 5.95
Sharpe Ratio -0.13 0.64
Sortino Ratio -0.18 0.88
Ulcer Index 10.17 3.86
Ratio: Return / Standard Deviation 0.14 0.94
Ratio: Return / Deepest Drawdown 0.04 0.38
Metrics calculated over the period 1 May 2015 - 30 April 2025
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10-year Treasury Desert Portfolio
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 100% 60%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 4.84 6.86
Infl. Adjusted Return (%) 2.27 4.24
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -14.72
Start to Recovery (months) 57* 27
Longest Drawdown Depth (%) -23.19 -14.72
Start to Recovery (months) 57* 27
Longest Negative Period (months) 126 38
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.83 5.50
Sharpe Ratio 0.37 0.83
Sortino Ratio 0.54 1.13
Ulcer Index 6.41 2.63
Ratio: Return / Standard Deviation 0.71 1.25
Ratio: Return / Deepest Drawdown 0.21 0.47
Metrics calculated over the period 1 May 1995 - 30 April 2025
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10-year Treasury Desert Portfolio
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 100% 60%
Commodities 0% 10%
PERFORMANCES
Annualized Return (%) 4.53 6.22
Infl. Adjusted Return (%) 2.36 4.01
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -33.15
Start to Recovery (months) 57* 48
Longest Drawdown Depth (%) -23.19 -33.15
Start to Recovery (months) 57* 48
Longest Negative Period (months) 126 80
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.46 5.97
Sharpe Ratio 0.10 0.37
Sortino Ratio 0.15 0.53
Ulcer Index 3.57 3.70
Ratio: Return / Standard Deviation 0.83 1.04
Ratio: Return / Deepest Drawdown 0.20 0.19
Metrics calculated over the period 1 January 1871 - 30 April 2025
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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.

DRAWDOWN COMPARISON
Period: 1 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1871 - 30 April 2025 (~154 years)

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10-year Treasury Desert Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.19 57* Aug 2020
In progress
-14.72 27 Jan 2022
Mar 2024
-10.15 19 Mar 2008
Sep 2009
-9.34 23 Oct 1998
Aug 2000
-7.60 19 May 2013
Nov 2014
-7.18 34 Aug 2016
May 2019
-6.90 10 Feb 1996
Nov 1996
-6.65 18 Jan 2009
Jun 2010
-6.60 9 Nov 2001
Jul 2002
-5.68 7 Jun 2003
Dec 2003
-4.85 7 Apr 2004
Oct 2004
-4.67 11 Sep 2010
Jul 2011
-4.42 3 Jul 1998
Sep 1998
-4.25 12 Feb 2015
Jan 2016
-4.15 8 Apr 2008
Nov 2008

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10-year Treasury Desert Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-33.15 48 Sep 1929
Aug 1933
-23.19 57* Aug 2020
In progress
-16.03 34 Mar 1937
Dec 1939
-15.76 11 Jul 1979
May 1980
-14.72 27 Jan 2022
Mar 2024
-14.57 17 Jul 1980
Nov 1981
-11.08 19 May 1969
Nov 1970
-10.87 11 Mar 1987
Jan 1988
-10.61 11 Mar 1974
Jan 1975
-10.15 19 Mar 2008
Sep 2009
-10.14 19 Nov 1993
May 1995
-9.99 4 Feb 1980
May 1980
-9.36 20 Aug 1895
Mar 1897
-9.34 23 Oct 1998
Aug 2000
-9.06 25 Sep 1968
Sep 1970

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1871 - 30 April 2025 (~154 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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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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10-year Treasury Desert Portfolio
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 4.88 0.00 3.40 -0.40
2024
 -0.63 -4.61 10.90 -2.08
2023
 3.65 -8.82 11.64 -4.01
2022
 -15.19 -16.91 -11.64 -14.72
2021
 -3.33 -5.73 5.76 -2.29
2020
 10.01 -2.02 12.96 -3.56
2019
 8.03 -2.59 14.41 -0.95
2018
 0.99 -3.19 -0.94 -2.77
2017
 2.55 -1.90 8.38 -0.12
2016
 1.00 -6.50 5.39 -2.63
2015
 1.51 -4.25 0.02 -2.57
2014
 9.07 -1.05 5.45 -1.59
2013
 -6.09 -7.60 6.10 -2.64
2012
 3.66 -2.67 6.70 -2.16
2011
 15.64 -1.29 6.23 -3.24
2010
 9.37 -4.30 11.95 -1.56
2009
 -6.59 -6.65 10.05 -5.76
2008
 17.91 -4.15 -2.92 -8.78
2007
 10.37 -1.85 10.64 -0.86
2006
 2.52 -2.87 8.85 -1.61
2005
 2.64 -3.19 5.06 -1.48
2004
 4.12 -4.85 6.34 -3.44
2003
 5.29 -5.68 12.64 -1.46
2002
 15.45 -4.13 4.90 -2.20
2001
 5.40 -5.21 1.31 -3.94
2000
 17.28 -1.12 4.70 -2.78
1999
 -7.83 -8.11 5.12 -2.91
1998
 14.64 -1.61 13.26 -4.42
1997
 11.97 -2.02 12.53 -2.44
1996
 0.00 -6.90 6.98 -2.04
1995
 25.55 -1.23 23.10 0.00
1994
 -7.19 -9.56 -2.86 -5.63
1993
 12.97 -2.55 11.81 -1.14
1992
 7.23 -4.02 6.83 -2.19
1991
 18.91 -0.54 18.44 -1.44
1990
 7.70 -4.48 3.54 -3.71
1989
 17.84 -2.30 16.86 -1.08
1988
 6.90 -4.60 6.82 -1.71
1987
 -2.64 -10.87 4.17 -8.49
1986
 21.35 -3.93 15.33 -2.55
1985
 29.85 -3.33 23.33 -1.21
1984
 14.87 -7.99 7.73 -4.82
1983
 2.30 -6.29 8.30 -2.24
1982
 39.57 -2.66 26.32 -3.26
1981
 5.28 -7.42 1.14 -7.38
1980
 -1.29 -11.52 13.20 -9.99
1979
 1.83 -8.62 23.14 -5.87
1978
 -0.74 -2.31 6.93 -4.01
1977
 0.53 -3.55 1.88 -2.73
1976
 15.29 -1.33 15.78 -1.19
1975
 5.52 -4.42 13.28 -5.90
1974
 4.05 -3.79 1.69 -10.61
1973
 3.29 -3.40 4.52 -2.49
1972
 2.35 -2.01 11.82 -0.45
1971
 11.24 -7.34 12.65 -4.66
1970
 18.93 -5.54 12.37 -7.35
1969
 -5.63 -7.29 -5.97 -8.03
1968
 6.26 -3.63 7.55 -2.19
1967
 -3.08 -5.97 7.92 -2.06
1966
 5.46 -3.03 0.34 -5.94
1965
 0.72 -1.64 4.73 -1.03
1964
 3.65 -0.06 7.24 -0.32
1963
 1.64 -0.38 7.30 -1.00
1962
 5.83 -0.48 0.50 -6.18
1961
 2.10 -1.70 8.58 -1.52
1960
 11.66 -0.41 8.43 -1.54
1959
 -1.12 -3.37 2.81 -2.68
1958
 -2.10 -5.86 11.74 -0.94
1957
 5.92 -3.36 2.18 -3.74
1956
 -2.68 -3.65 1.63 -3.23
1955
 -1.13 -2.16 7.22 -0.52
1954
 3.13 -0.84 16.77 -1.29
1953
 2.19 -3.70 1.55 -4.32
1952
 1.89 -1.78 5.05 -1.76
1951
 -0.56 -2.77 6.18 -2.19
1950
 -1.39 -1.65 8.93 -1.90
1949
 4.92 -0.12 8.23 -1.05
1948
 2.72 -0.72 2.04 -3.26
1947
 -1.38 -2.99 2.08 -1.75
1946
 0.36 -1.88 -1.19 -7.09
1945
 5.77 -0.94 14.80 -0.95
1944
 2.27 0.00 7.66 -0.40
1943
 1.98 -0.10 10.14 -2.72
1942
 1.78 -0.45 5.79 -3.76
1941
 2.73 -1.73 -1.40 -4.91
1940
 6.10 -1.80 0.28 -8.12
1939
 4.02 -4.74 2.55 -3.58
1938
 4.38 -0.49 11.07 -7.87
1937
 1.27 -2.41 -9.33 -11.51
1936
 5.37 -0.04 12.80 -2.18
1935
 4.30 -1.07 16.19 -1.56
1934
 7.94 -1.90 5.87 -3.60
1933
 1.81 -2.00 24.58 -6.82
1932
 8.90 -2.36 4.75 -11.02
1931
 -2.56 -4.95 -14.48 -18.82
1930
 4.57 -0.39 -3.87 -9.84
1929
 4.44 -1.50 -0.87 -10.20
1928
 0.97 -1.23 11.04 -1.69
1927
 6.82 0.00 13.17 -1.35
1926
 5.82 0.00 6.25 -2.21
1925
 5.31 -0.17 9.62 -1.97
1924
 7.49 -0.16 12.81 -0.53
1923
 4.19 -0.04 3.83 -3.40
1922
 5.64 -0.73 12.02 -1.47
1921
 13.13 0.00 10.91 -2.31
1920
 1.43 -3.24 -4.08 -4.57
1919
 2.57 -0.68 7.21 -2.63
1918
 4.60 -1.27 8.21 -0.86
1917
 -2.28 -4.06 -6.61 -6.61
1916
 3.78 -0.86 4.61 -0.73
1915
 4.51 -0.88 13.09 -0.63
1914
 1.79 -0.80 2.24 -4.37
1913
 1.68 -2.83 0.88 -1.69
1912
 4.01 -0.15 3.08 -1.23
1911
 1.86 -1.26 3.48 -2.91
1910
 2.84 -0.36 1.46 -2.32
1909
 -0.85 -2.48 5.68 -0.54
1908
 5.53 -0.75 18.68 -0.40
1907
 -6.38 -7.33 -7.48 -7.79
1906
 3.21 -1.01 0.61 -3.23
1905
 2.69 -2.49 6.76 -1.92
1904
 0.53 -0.68 13.11 -0.82
1903
 2.04 -1.21 -3.84 -6.90
1902
 -0.08 -4.81 3.02 -2.49
1901
 4.10 -0.79 6.91 -2.80
1900
 6.14 -1.37 8.52 -1.39
1899
 7.64 -0.37 0.85 -2.91
1898
 2.65 -6.31 11.56 -4.68
1897
 11.31 -0.69 9.58 -0.87
1896
 2.95 -4.43 3.39 -5.61
1895
 7.80 -4.07 1.49 -4.85
1894
 4.33 -0.91 4.71 -1.07
1893
 3.79 -2.27 -2.82 -8.38
1892
 0.66 -1.54 3.08 -1.03
1891
 -0.82 -3.77 8.89 -2.54
1890
 -0.41 -2.94 -1.12 -4.05
1889
 2.36 -0.75 3.60 -0.90
1888
 5.24 -1.11 4.28 -1.64
1887
 0.62 -2.47 0.66 -3.68
1886
 7.20 -0.14 4.03 -1.72
1885
 4.15 -0.70 12.18 -0.80
1884
 2.46 -2.98 -1.36 -5.75
1883
 6.44 -0.71 0.92 -1.92
1882
 5.46 -0.63 2.90 -2.02
1881
 8.87 -1.40 2.14 -3.73
1880
 12.45 -0.82 11.10 -2.45
1879
 7.32 -0.63 16.53 -0.59
1878
 2.37 -1.30 8.46 -0.14
1877
 -2.01 -3.27 1.37 -4.98
1876
 -2.30 -4.98 -0.48 -4.25
1875
 4.92 -3.56 5.68 -1.78
1874
 6.58 -3.03 9.77 -1.41
1873
 5.59 -5.41 1.59 -7.83
1872
 6.04 -2.60 4.67 -2.79
1871
 10.11 -1.22 6.19 -1.95
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