Gold vs David Swensen Lazy Portfolio Comparison

Last Update: 31 May 2023

The Gold Portfolio obtained a 5.37% compound annual return, with a 15.53% standard deviation, in the last 30 Years.

The David Swensen Lazy Portfolio obtained a 7.71% compound annual return, with a 10.76% standard deviation, in the last 30 Years.

Summary

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Gold Portfolio David Swensen Lazy Portfolio
Risk Very High High
Asset Allocation Stocks 0% 70%
Fixed Income 0% 30%
Commodities 100% 0%
30 Years Stats Return +5.37% +7.71%
Std Dev 15.53% 10.76%
Max Drawdown -42.91% -40.89%

Last Update: 31 May 2023

Historical Returns as of May 31, 2023

Comparison period starts from January 1985

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
Gold Portfolio -1.34 +10.62 +6.53 +8.17 +3.13 +5.37 +4.72
David Swensen Lazy Portfolio -1.67 +0.10 -4.15 +4.95 +5.89 +7.71 +9.30
(*) Returns over 1 year are annualized

Capital Growth as of May 31, 2023

Gold Portfolio: an investment of 1000$, since June 1993, now would be worth 4803.84$, with a total return of 380.38% (5.37% annualized).

David Swensen Lazy Portfolio: an investment of 1000$, since June 1993, now would be worth 9294.17$, with a total return of 829.42% (7.71% annualized).

Gold Portfolio: an investment of 1000$, since January 1985, now would be worth 5881.31$, with a total return of 488.13% (4.72% annualized).

David Swensen Lazy Portfolio: an investment of 1000$, since January 1985, now would be worth 30451.89$, with a total return of 2945.19% (9.30% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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Gold Portfolio
David Swensen Lazy Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-42.91% Sep 2011 Dec 2015
-40.89% Nov 2007 Feb 2009
-37.17% Feb 1996 Aug 1999
-25.83% Mar 2008 Oct 2008
-22.43% Jan 2022 Sep 2022
-18.08% Aug 2020 Oct 2022
-14.66% Feb 2020 Mar 2020
-12.40% May 2011 Sep 2011
-11.51% Aug 1993 Sep 1993
-11.28% Apr 1998 Aug 1998
-10.67% Sep 2000 Sep 2002
-8.64% Dec 2004 May 2005
-8.63% May 2006 Sep 2006
-8.37% Dec 2009 Jan 2010
-8.31% Apr 2004 Apr 2004
-8.21% Feb 1994 Nov 1994
-8.18% Sep 2018 Dec 2018
-6.84% Mar 2015 Sep 2015
-6.38% Jan 2011 Jan 2011
-5.90% Apr 2004 Apr 2004

Drawdown comparison chart since January 1985.

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Gold Portfolio
David Swensen Lazy Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-48.26% Dec 1987 Aug 1999
-42.91% Sep 2011 Dec 2015
-40.89% Nov 2007 Feb 2009
-25.83% Mar 2008 Oct 2008
-22.43% Jan 2022 Sep 2022
-18.08% Aug 2020 Oct 2022
-16.20% Sep 1987 Nov 1987
-14.66% Feb 2020 Mar 2020
-12.63% Jan 1990 Sep 1990
-12.40% May 2011 Sep 2011
-11.28% Apr 1998 Aug 1998
-10.67% Sep 2000 Sep 2002
-8.63% May 2006 Sep 2006
-8.37% Dec 2009 Jan 2010
-8.21% Feb 1994 Nov 1994
-8.18% Sep 2018 Dec 2018
-8.14% Oct 1986 Dec 1986
-6.84% Mar 2015 Sep 2015
-6.67% Jan 1985 Feb 1985
-6.38% Jan 2011 Jan 2011

Yearly Returns

Yearly return comparison. Common historical serie start from January 1985.

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Year Gold Portfolio David Swensen Lazy Portfolio
2023
 +7.47% +3.66%
2022
 -0.77% -17.86%
2021
 -4.15% +17.34%
2020
 +24.81% +10.56%
2019
 +17.86% +21.27%
2018
 -1.94% -5.67%
2017
 +12.81% +13.94%
2016
 +8.03% +7.74%
2015
 -10.67% -0.95%
2014
 -2.19% +9.97%
2013
 -28.33% +10.89%
2012
 +6.60% +13.49%
2011
 +9.57% +2.21%
2010
 +29.27% +15.37%
2009
 +24.03% +24.86%
2008
 +4.92% -25.53%
2007
 +30.45% +5.59%
2006
 +22.55% +17.84%
2005
 +17.76% +8.97%
2004
 +4.65% +16.10%
2003
 +19.89% +26.85%
2002
 +25.57% -3.41%
2001
 +0.75% -1.71%
2000
 -5.44% +3.13%
1999
 +0.85% +12.70%
1998
 -0.83% +8.13%
1997
 -21.41% +15.35%
1996
 -4.59% +15.04%
1995
 +0.98% +20.31%
1994
 -2.17% -2.86%
1993
 +17.68% +20.71%
1992
 -5.73% +5.36%
1991
 -8.56% +29.05%
1990
 -3.11% -6.06%
1989
 -2.84% +21.59%
1988
 -15.26% +15.34%
1987
 +24.53% +2.49%
1986
 +18.96% +23.31%
1985
 +6.00% +29.41%