Gold Portfolio vs Bill Schultheis Coffeehouse Portfolio Portfolio Comparison

Simulation Settings

Period: January 1970 - May 2025 (~55 years)
Consolidated Returns as of 31 May 2025

Initial Amount: 1$

Rebalancing: at every Jan 1^st

Currency: USD

Inflation: US

(Change Settings)

Results

30 Years
(1995/06 - 2025/05)

All Data
(1970/01 - 2025/05)

Inflation Adjusted:

Gold Portfolio

1.00$
Invested Capital
June 1995
7.86$
Final Capital
May 2025
7.11%
Yearly Return
15.68%
Std Deviation
-42.91%
Max Drawdown
107months
Recovery Period

1.00$
Invested Capital
June 1995
3.73$
Final Capital
May 2025
4.48%
Yearly Return
15.68%
Std Deviation
-45.71%
Max Drawdown
158months
Recovery Period

1.00$
Invested Capital
January 1970
85.89$
Final Capital
May 2025
8.37%
Yearly Return
19.27%
Std Deviation
-61.78%
Max Drawdown
319months
Recovery Period

1.00$
Invested Capital
January 1970
10.10$
Final Capital
May 2025
4.26%
Yearly Return
19.27%
Std Deviation
-82.52%
Max Drawdown
542months
Recovery Period

Bill Schultheis Coffeehouse Portfolio

1.00$
Invested Capital
June 1995
8.87$
Final Capital
May 2025
7.55%
Yearly Return
9.82%
Std Deviation
-33.93%
Max Drawdown
36months
Recovery Period

1.00$
Invested Capital
June 1995
4.21$
Final Capital
May 2025
4.91%
Yearly Return
9.82%
Std Deviation
-35.02%
Max Drawdown
38months
Recovery Period

1.00$
Invested Capital
January 1970
156.78$
Final Capital
May 2025
9.55%
Yearly Return
9.98%
Std Deviation
-33.93%
Max Drawdown
36months
Recovery Period

1.00$
Invested Capital
January 1970
18.43$
Final Capital
May 2025
5.40%
Yearly Return
9.98%
Std Deviation
-35.86%
Max Drawdown
69months
Recovery Period

As of May 2025, in the previous 30 Years, the Gold Portfolio obtained a 7.11% compound annual return, with a 15.68% standard deviation. It suffered a maximum drawdown of -42.91% that required 107 months to be recovered.

As of May 2025, in the previous 30 Years, the Bill Schultheis Coffeehouse Portfolio obtained a 7.55% compound annual return, with a 9.82% standard deviation. It suffered a maximum drawdown of -33.93% that required 36 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.

Resources & Extras

Mastering ETF Investing

Build wealth
with Lazy Portfolios and Passive Investing

Set your goal
Use top metrics to evaluate
Join the passive investing strategy

Exclusive new asset allocations in EUR and USD

Buy now
English book

Buy now
Italian book

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Gold Portfolio

Weight (%)	Ticker	Name
100.00	GLD	SPDR Gold Trust

Bill Schultheis Coffeehouse Portfolio

Weight (%)	Ticker	Name
10.00	IJR	iShares Core S&P Small-Cap
10.00	IJS	iShares S&P Small-Cap 600 Value
10.00	VTV	Vanguard Value
10.00	VEU	Vanguard FTSE All-World ex-US
10.00	VNQ	Vanguard Real Estate
10.00	VV	Vanguard Large-Cap
40.00	BND	Vanguard Total Bond Market

Test Your Asset Allocation

Evaluate your portfolio strategy in 7 different currencies

Try the Backtest Tool

Portfolio Returns as of May 31, 2025

Returns are calculated in USD, assuming:

no fees or capital gain taxes.
rebalancing: at every Jan 1^st.
dividend reinvestment, when applicable.

Return Comparison

Capital Growth

30 Years
(1995/06 - 2025/05)

All Data
(1970/01 - 2025/05)

Inflation Adjusted:

Swipe left to see all data

	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Gold	1 $	7.86 $	685.68%	7.11%
Coffeehouse Bill Schultheis	1 $	8.87 $	787.22%	7.55%
	Jun 1995	May 2025

Loading data
Please wait

Swipe left to see all data

	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Gold	1 $	3.73 $	272.67%	4.48%
Coffeehouse Bill Schultheis	1 $	4.21 $	320.83%	4.91%
	Jun 1995	May 2025

Loading data
Please wait

Swipe left to see all data

	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Gold	1 $	85.89 $	8 488.83%	8.37%
Coffeehouse Bill Schultheis	1 $	156.78 $	15 578.28%	9.55%
	Jan 1970	May 2025

Loading data
Please wait

Swipe left to see all data

	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Gold	1 $	10.10 $	909.78%	4.26%
Coffeehouse Bill Schultheis	1 $	18.43 $	1 743.28%	5.40%
	Jan 1970	May 2025

Loading data
Please wait

Swipe left to see all data

		Return (%) as of May 31, 2025
		YTD (5M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~55Y)
	Gold -- Market Benchmark	25.39	-0.06	23.62	41.01	13.26	10.28	7.11	8.37
	Coffeehouse Bill Schultheis	0.84	2.09	-3.47	6.66	6.71	5.66	7.55	9.55
Returns over 1 year are annualized.

Explore All Lazy Portfolios

Tailored Portfolios for every Investment Strategy

USD

CAD

EUR

Readings that may interest you

Portfolio Metrics as of May 31, 2025

The following metrics, updated as of 31 May 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON

Period: 1 June 2024 - 31 May 2025 (1 year)

Period: 1 June 2020 - 31 May 2025 (5 years)

Period: 1 June 2015 - 31 May 2025 (10 years)

Period: 1 June 1995 - 31 May 2025 (30 years)

Period: 1 January 1970 - 31 May 2025 (~55 years)

1 Year

5 Years

10 Years

30 Years

All (1970/01 - 2025/05)

Swipe left to see all data

	Gold	Coffeehouse
Author		Bill Schultheis
ASSET ALLOCATION
Stocks	0%	60%
Fixed Income	0%	40%
Commodities	100%	0%
PERFORMANCES
Annualized Return (%)	41.01	6.66
Infl. Adjusted (%)	37.74	4.19
DRAWDOWN
Deepest Drawdown Depth (%)	-4.49	-5.44
Start to Recovery (months)	3	6*
Longest Drawdown Depth (%)	-4.49	-5.44
Start to Recovery (months)	3	6*
Longest Negative Period (months)	3	9
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)	12.32	8.98
Sharpe Ratio	2.95	0.22
Sortino Ratio	4.14	0.30
Ulcer Index	1.52	2.70
Ratio: Return / Standard Deviation	3.33	0.74
Ratio: Return / Deepest Drawdown	9.14	1.22
Metrics calculated over the period 1 June 2024 - 31 May 2025

Swipe left to see all data

	Gold	Coffeehouse
Author		Bill Schultheis
ASSET ALLOCATION
Stocks	0%	60%
Fixed Income	0%	40%
Commodities	100%	0%
PERFORMANCES
Annualized Return (%)	13.26	6.71
Infl. Adjusted (%)	8.26	2.00
DRAWDOWN
Deepest Drawdown Depth (%)	-18.08	-19.65
Start to Recovery (months)	40	31
Longest Drawdown Depth (%)	-18.08	-19.65
Start to Recovery (months)	40	31
Longest Negative Period (months)	39	36
RISK INDICATORS
Standard Deviation (%)	14.73	11.71
Sharpe Ratio	0.72	0.35
Sortino Ratio	1.09	0.49
Ulcer Index	6.97	7.46
Ratio: Return / Standard Deviation	0.90	0.57
Ratio: Return / Deepest Drawdown	0.73	0.34
Metrics calculated over the period 1 June 2020 - 31 May 2025

Swipe left to see all data

	Gold	Coffeehouse
Author		Bill Schultheis
ASSET ALLOCATION
Stocks	0%	60%
Fixed Income	0%	40%
Commodities	100%	0%
PERFORMANCES
Annualized Return (%)	10.28	5.66
Infl. Adjusted (%)	7.00	2.51
DRAWDOWN
Deepest Drawdown Depth (%)	-18.08	-19.65
Start to Recovery (months)	40	31
Longest Drawdown Depth (%)	-18.08	-19.65
Start to Recovery (months)	40	31
Longest Negative Period (months)	40	36
RISK INDICATORS
Standard Deviation (%)	14.10	10.65
Sharpe Ratio	0.60	0.36
Sortino Ratio	0.90	0.49
Ulcer Index	6.65	5.87
Ratio: Return / Standard Deviation	0.73	0.53
Ratio: Return / Deepest Drawdown	0.57	0.29
Metrics calculated over the period 1 June 2015 - 31 May 2025

Swipe left to see all data

	Gold	Coffeehouse
Author		Bill Schultheis
ASSET ALLOCATION
Stocks	0%	60%
Fixed Income	0%	40%
Commodities	100%	0%
PERFORMANCES
Annualized Return (%)	7.11	7.55
Infl. Adjusted (%)	4.48	4.91
DRAWDOWN
Deepest Drawdown Depth (%)	-42.91	-33.93
Start to Recovery (months)	107	36
Longest Drawdown Depth (%)	-42.91	-33.93
Start to Recovery (months)	107	36
Longest Negative Period (months)	145	62
RISK INDICATORS
Standard Deviation (%)	15.68	9.82
Sharpe Ratio	0.31	0.54
Sortino Ratio	0.46	0.70
Ulcer Index	20.46	6.16
Ratio: Return / Standard Deviation	0.45	0.77
Ratio: Return / Deepest Drawdown	0.17	0.22
Metrics calculated over the period 1 June 1995 - 31 May 2025

Swipe left to see all data

	Gold	Coffeehouse
Author		Bill Schultheis
ASSET ALLOCATION
Stocks	0%	60%
Fixed Income	0%	40%
Commodities	100%	0%
PERFORMANCES
Annualized Return (%)	8.37	9.55
Infl. Adjusted (%)	4.26	5.40
DRAWDOWN
Deepest Drawdown Depth (%)	-61.78	-33.93
Start to Recovery (months)	319	36
Longest Drawdown Depth (%)	-61.78	-33.93
Start to Recovery (months)	319	36
Longest Negative Period (months)	329	62
RISK INDICATORS
Standard Deviation (%)	19.27	9.98
Sharpe Ratio	0.20	0.51
Sortino Ratio	0.32	0.69
Ulcer Index	33.59	5.55
Ratio: Return / Standard Deviation	0.43	0.96
Ratio: Return / Deepest Drawdown	0.14	0.28
Metrics calculated over the period 1 January 1970 - 31 May 2025

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 June 1995 - 31 May 2025 (30 years)

Period: 1 January 1970 - 31 May 2025 (~55 years)

30 Years
(1995/06 - 2025/05)

Chart Table

Loading data
Please wait

Swipe left to see all data

Gold			Coffeehouse
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-42.91	107	Sep 2011 Jul 2020
-37.17	95	Feb 1996 Dec 2003
			-33.93	36	Nov 2007 Oct 2010
-25.83	15	Mar 2008 May 2009
			-19.65	31	Jan 2022 Jul 2024
-18.08	40	Aug 2020 Nov 2023
			-15.36	11	Jan 2020 Nov 2020
			-11.30	14	May 2002 Jun 2003
			-10.79	8	May 1998 Dec 1998
			-10.66	9	May 2011 Jan 2012
			-9.00	8	Sep 2018 Apr 2019
-8.64	10	Dec 2004 Sep 2005
-8.63	10	May 2006 Feb 2007
-8.37	6	Dec 2009 May 2010
-8.31	7	Apr 2004 Oct 2004

Loading data
Please wait

Swipe left to see all data

Gold			Coffeehouse
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-61.78	319	Oct 1980 Apr 2007
-44.24	43	Jan 1975 Jul 1978
-42.91	107	Sep 2011 Jul 2020
			-33.93	36	Nov 2007 Oct 2010
-25.83	15	Mar 2008 May 2009
-24.27	5	Feb 1980 Jun 1980
			-23.45	31	Dec 1972 Jun 1975
-20.49	7	Jul 1973 Jan 1974
-20.28	4	Nov 1978 Feb 1979
			-19.65	31	Jan 2022 Jul 2024
-18.08	40	Aug 2020 Nov 2023
-16.62	8	Apr 1974 Nov 1974
			-15.68	14	Sep 1987 Oct 1988
			-15.36	11	Jan 2020 Nov 2020
			-12.39	9	Mar 1970 Nov 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 1970 - 31 May 2025 (~55 years)

Rolling Period:

Gold
Coffeehouse

Head To Head (Ptf 1 vs Ptf 2):

US Inflation Adjusted:

Loading data
Please wait

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.

Swipe left to see all data

	Gold		Coffeehouse
Year	Return (%)	Drawdown (%)	Return (%)	Drawdown (%)
2025	25.39	-0.06	0.84	-3.35
2024	26.66	-4.49	7.31	-4.27
2023	12.69	-7.22	11.65	-9.20
2022	-0.77	-15.91	-14.38	-19.65
2021	-4.15	-10.32	15.24	-2.68
2020	24.81	-10.12	7.45	-15.36
2019	17.86	-4.10	18.99	-3.17
2018	-1.94	-11.66	-5.19	-9.00
2017	12.81	-4.09	11.02	-0.14
2016	8.03	-15.02	11.04	-2.64
2015	-10.67	-17.81	-0.91	-5.61
2014	-2.19	-12.44	8.90	-2.75
2013	-28.33	-28.33	15.45	-2.56
2012	6.60	-10.45	11.51	-3.93
2011	9.57	-14.48	2.80	-10.66
2010	29.27	-5.09	14.67	-7.05
2009	24.03	-7.20	17.77	-15.43
2008	4.92	-25.83	-18.65	-23.09
2007	30.45	-4.20	2.67	-4.24
2006	22.55	-8.63	15.13	-2.29
2005	17.76	-4.91	6.39	-2.22
2004	4.65	-8.31	13.96	-4.05
2003	19.89	-8.88	23.09	-2.53
2002	25.57	-6.72	-4.97	-11.30
2001	0.75	-6.10	2.01	-6.90
2000	-5.44	-9.93	7.25	-3.83
1999	0.85	-11.47	8.30	-3.23
1998	-0.83	-12.01	7.16	-10.79
1997	-21.41	-21.41	17.88	-2.22
1996	-4.59	-8.95	13.71	-2.62
1995	0.98	-2.46	22.24	-1.06
1994	-2.17	-3.91	-0.93	-5.85
1993	17.68	-11.51	15.63	-2.89
1992	-5.73	-6.97	9.77	-1.73
1991	-8.56	-10.05	24.84	-2.96
1990	-3.11	-15.14	-5.30	-10.73
1989	-2.84	-12.30	17.31	-1.45
1988	-15.26	-18.05	15.77	-1.69
1987	24.53	-1.97	2.99	-15.68
1986	18.96	-8.14	20.45	-3.64
1985	6.00	-6.67	29.40	-1.69
1984	-19.38	-21.80	10.29	-5.60
1983	-16.31	-23.52	19.62	-2.03
1982	14.94	-20.13	25.69	-2.93
1981	-32.60	-32.60	5.31	-8.17
1980	15.19	-24.27	18.45	-10.32
1979	126.55	-4.46	18.67	-8.08
1978	37.01	-20.28	9.54	-8.29
1977	22.64	-4.00	6.30	-2.07
1976	-4.10	-25.85	26.24	-1.72
1975	-24.80	-25.92	26.63	-7.71
1974	66.15	-16.62	-11.50	-18.00
1973	72.96	-20.49	-9.21	-10.07
1972	49.02	-6.88	11.19	-0.55
1971	16.70	-3.48	13.35	-5.98
1970	6.16	-1.56	7.28	-12.39

Table of contents

Resources & Extras

Asset Allocations and ETFs

Portfolio Returns as of May 31, 2025

Portfolio Metrics as of May 31, 2025

Drawdowns

Rolling Returns

Yearly Returns