Gold vs Mebane Faber GAA Global Asset Allocation 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 Mebane Faber GAA Global Asset Allocation Portfolio obtained a 6.84% compound annual return, with a 7.93% standard deviation, in the last 30 Years.

Summary

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Gold Portfolio Mebane Faber GAA Global Asset Allocation Portfolio
Risk Very High High
Asset Allocation Stocks 0% 40.5%
Fixed Income 0% 49.5%
Commodities 100% 10%
30 Years Stats Return +5.37% +6.84%
Std Dev 15.53% 7.93%
Max Drawdown -42.91% -24.91%

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
Mebane Faber GAA Global Asset Allocation Portfolio -1.78 +1.49 -3.63 +3.72 +4.45 +6.84 +8.61
(*) 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).

Mebane Faber GAA Global Asset Allocation Portfolio: an investment of 1000$, since June 1993, now would be worth 7280.34$, with a total return of 628.03% (6.84% 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).

Mebane Faber GAA Global Asset Allocation Portfolio: an investment of 1000$, since January 1985, now would be worth 23857.79$, with a total return of 2285.78% (8.61% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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Gold Portfolio
Mebane Faber GAA Global Asset Allocation Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-42.91% Sep 2011 Dec 2015
-37.17% Feb 1996 Aug 1999
-25.83% Mar 2008 Oct 2008
-24.91% Jun 2008 Feb 2009
-20.65% Jan 2022 Sep 2022
-18.08% Aug 2020 Oct 2022
-11.51% Aug 1993 Sep 1993
-9.35% Feb 2020 Mar 2020
-8.64% Dec 2004 May 2005
-8.63% May 2006 Sep 2006
-8.37% Dec 2009 Jan 2010
-8.31% Apr 2004 Apr 2004
-6.74% Mar 2015 Jan 2016
-6.46% Feb 2018 Dec 2018
-6.39% Feb 1994 Nov 1994
-6.38% Jan 2011 Jan 2011
-6.25% May 1998 Aug 1998
-5.98% Feb 2001 Sep 2001
-5.48% May 2013 Jun 2013
-5.22% Jun 2009 Jun 2009

Drawdown comparison chart since January 1985.

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Gold Portfolio
Mebane Faber GAA Global Asset Allocation Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-48.26% Dec 1987 Aug 1999
-42.91% Sep 2011 Dec 2015
-25.83% Mar 2008 Oct 2008
-24.91% Jun 2008 Feb 2009
-20.65% Jan 2022 Sep 2022
-18.08% Aug 2020 Oct 2022
-9.35% Feb 2020 Mar 2020
-9.34% Sep 1987 Nov 1987
-8.63% May 2006 Sep 2006
-8.37% Dec 2009 Jan 2010
-8.14% Oct 1986 Dec 1986
-7.50% Jan 1990 Apr 1990
-6.74% Mar 2015 Jan 2016
-6.67% Jan 1985 Feb 1985
-6.46% Feb 2018 Dec 2018
-6.39% Feb 1994 Nov 1994
-6.38% Jan 2011 Jan 2011
-6.25% May 1998 Aug 1998
-6.16% Aug 1990 Sep 1990
-5.98% Feb 2001 Sep 2001

Yearly Returns

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

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Year Gold Portfolio Mebane Faber GAA Global Asset Allocation Portfolio
2023
 +7.47% +4.25%
2022
 -0.77% -16.44%
2021
 -4.15% +8.69%
2020
 +24.81% +11.18%
2019
 +17.86% +19.10%
2018
 -1.94% -5.13%
2017
 +12.81% +13.30%
2016
 +8.03% +6.40%
2015
 -10.67% -3.07%
2014
 -2.19% +7.67%
2013
 -28.33% +4.79%
2012
 +6.60% +11.31%
2011
 +9.57% +6.44%
2010
 +29.27% +12.24%
2009
 +24.03% +15.95%
2008
 +4.92% -13.28%
2007
 +30.45% +9.54%
2006
 +22.55% +11.66%
2005
 +17.76% +8.99%
2004
 +4.65% +11.55%
2003
 +19.89% +19.76%
2002
 +25.57% +3.07%
2001
 +0.75% -2.12%
2000
 -5.44% +5.03%
1999
 +0.85% +12.08%
1998
 -0.83% +10.04%
1997
 -21.41% +7.28%
1996
 -4.59% +9.53%
1995
 +0.98% +20.68%
1994
 -2.17% -2.55%
1993
 +17.68% +18.89%
1992
 -5.73% +3.70%
1991
 -8.56% +22.21%
1990
 -3.11% -0.08%
1989
 -2.84% +21.05%
1988
 -15.26% +13.71%
1987
 +24.53% +5.70%
1986
 +18.96% +24.35%
1985
 +6.00% +29.87%