Gold vs David Swensen Yale Endowment 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 Yale Endowment Portfolio obtained a 8.06% compound annual return, with a 10.83% standard deviation, in the last 30 Years.

Summary

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Gold Portfolio David Swensen Yale Endowment Portfolio
Risk Very High High
Asset Allocation Stocks 0% 70%
Fixed Income 0% 30%
Commodities 100% 0%
30 Years Stats Return +5.37% +8.06%
Std Dev 15.53% 10.83%
Max Drawdown -42.91% -39.48%

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 Yale Endowment Portfolio -2.03 +0.22 -5.06 +4.71 +6.09 +8.06 +9.69
(*) 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 Yale Endowment Portfolio: an investment of 1000$, since June 1993, now would be worth 10229.18$, with a total return of 922.92% (8.06% 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 Yale Endowment Portfolio: an investment of 1000$, since January 1985, now would be worth 34927.27$, with a total return of 3392.73% (9.69% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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Gold Portfolio
David Swensen Yale Endowment Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-42.91% Sep 2011 Dec 2015
-39.48% Nov 2007 Feb 2009
-37.17% Feb 1996 Aug 1999
-25.83% Mar 2008 Oct 2008
-25.53% Jan 2022 Sep 2022
-18.08% Aug 2020 Oct 2022
-13.19% Feb 2020 Mar 2020
-11.51% Aug 1993 Sep 1993
-10.80% Sep 2000 Sep 2002
-10.52% Apr 1998 Aug 1998
-8.80% Feb 1994 Nov 1994
-8.65% May 2011 Sep 2011
-8.64% Dec 2004 May 2005
-8.63% May 2006 Sep 2006
-8.51% Sep 2018 Dec 2018
-8.37% Dec 2009 Jan 2010
-8.31% Apr 2004 Apr 2004
-7.23% Mar 2015 Sep 2015
-6.38% Jan 2011 Jan 2011
-6.27% Apr 2004 Apr 2004

Drawdown comparison chart since January 1985.

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Gold Portfolio
David Swensen Yale Endowment Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-48.26% Dec 1987 Aug 1999
-42.91% Sep 2011 Dec 2015
-39.48% Nov 2007 Feb 2009
-25.83% Mar 2008 Oct 2008
-25.53% Jan 2022 Sep 2022
-18.08% Aug 2020 Oct 2022
-16.33% Sep 1987 Nov 1987
-13.67% Jan 1990 Sep 1990
-13.19% Feb 2020 Mar 2020
-10.80% Sep 2000 Sep 2002
-10.52% Apr 1998 Aug 1998
-8.80% Feb 1994 Nov 1994
-8.65% May 2011 Sep 2011
-8.63% May 2006 Sep 2006
-8.51% Sep 2018 Dec 2018
-8.37% Dec 2009 Jan 2010
-8.14% Oct 1986 Dec 1986
-7.23% 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 Yale Endowment Portfolio
2023
 +7.47% +4.19%
2022
 -0.77% -21.08%
2021
 -4.15% +17.53%
2020
 +24.81% +12.03%
2019
 +17.86% +22.65%
2018
 -1.94% -6.20%
2017
 +12.81% +14.99%
2016
 +8.03% +7.39%
2015
 -10.67% -0.81%
2014
 -2.19% +13.38%
2013
 -28.33% +10.31%
2012
 +6.60% +13.55%
2011
 +9.57% +6.31%
2010
 +29.27% +15.25%
2009
 +24.03% +20.32%
2008
 +4.92% -21.94%
2007
 +30.45% +4.98%
2006
 +22.55% +17.42%
2005
 +17.76% +9.62%
2004
 +4.65% +16.80%
2003
 +19.89% +26.48%
2002
 +25.57% -3.11%
2001
 +0.75% -2.47%
2000
 -5.44% +4.18%
1999
 +0.85% +13.14%
1998
 -0.83% +8.63%
1997
 -21.41% +16.00%
1996
 -4.59% +14.56%
1995
 +0.98% +21.75%
1994
 -2.17% -3.27%
1993
 +17.68% +21.51%
1992
 -5.73% +5.31%
1991
 -8.56% +29.27%
1990
 -3.11% -6.61%
1989
 -2.84% +22.10%
1988
 -15.26% +15.93%
1987
 +24.53% +1.82%
1986
 +18.96% +25.68%
1985
 +6.00% +32.42%