Gold 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
(Change Settings)
The minimum date range must be at least 12 months. 'Date To' cannot be beyond April 2025.
Reset settings
Close
Results
30 Years
All (since January 1871)
Inflation Adjusted:
Gold Portfolio
1.00$
Initial Capital
May 1995
7.75$
Final Capital
April 2025
7.06%
Yearly Return
15.69%
Std Deviation
-42.91%
Max Drawdown
107months
Recovery Period
1.00$
Initial Capital
May 1995
3.68$
Final Capital
April 2025
4.44%
Yearly Return
15.69%
Std Deviation
-45.71%
Max Drawdown
158months
Recovery Period
1.00$
Initial Capital
January 1871
132.23$
Final Capital
April 2025
3.22%
Yearly Return
12.69%
Std Deviation
-61.78%
Max Drawdown
319months
Recovery Period
1.00$
Initial Capital
January 1871
5.16$
Final Capital
April 2025
1.07%
Yearly Return
12.69%
Std Deviation
-82.52%
Max Drawdown
542months
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 Gold Portfolio obtained a 7.06% compound annual return, with a 15.69% standard deviation. It suffered a maximum drawdown of -42.91% that required 107 months to be recovered.

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.
Mastering Etf Investing
The first official book of
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
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
Test Your Asset Allocation
Evaluate your portfolio strategy in 7 different currencies
Try the Backtest Tool

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)
Swipe left to see all data
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_gold.webp Gold
-- Market Benchmark 		25.46 5.42 19.83 43.38 13.85 10.35 7.06 3.22
//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.
Explore All Lazy Portfolios
Tailored Portfolios for every Investment Strategy

Capital Growth as of Apr 30, 2025

Gold Portfolio: an investment of 1$, since May 1995, now would be worth 7.75$, with a total return of 675.13% (7.06% 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).


Loading data
Please wait
Gold Portfolio: an investment of 1$, since January 1871, now would be worth 132.23$, with a total return of 13123.32% (3.22% 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).


Loading data
Please wait
Readings that may interest you

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
Gold Desert Portfolio
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 0% 60%
Commodities 100% 10%
PERFORMANCES
Annualized Return (%) 43.38 13.30
Infl. Adjusted Return (%) 40.46 10.99
DRAWDOWN
Deepest Drawdown Depth (%) -4.49 -1.63
Start to Recovery (months) 3 2
Longest Drawdown Depth (%) -4.49 -0.95
Start to Recovery (months) 3 2
Longest Negative Period (months) 3 3
RISK INDICATORS
Standard Deviation (%) 12.01 4.49
Sharpe Ratio 3.21 1.89
Sortino Ratio 4.47 2.31
Ulcer Index 1.52 0.53
Ratio: Return / Standard Deviation 3.61 2.96
Ratio: Return / Deepest Drawdown 9.66 8.14
Metrics calculated over the period 1 May 2024 - 30 April 2025
Swipe left to see all data
Gold Desert Portfolio
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 0% 60%
Commodities 100% 10%
PERFORMANCES
Annualized Return (%) 13.85 5.82
Infl. Adjusted Return (%) 8.91 1.23
DRAWDOWN
Deepest Drawdown Depth (%) -18.08 -14.72
Start to Recovery (months) 40 27
Longest Drawdown Depth (%) -18.08 -14.72
Start to Recovery (months) 40 27
Longest Negative Period (months) 39 38
RISK INDICATORS
Standard Deviation (%) 14.73 7.18
Sharpe Ratio 0.77 0.46
Sortino Ratio 1.14 0.61
Ulcer Index 6.97 5.30
Ratio: Return / Standard Deviation 0.94 0.81
Ratio: Return / Deepest Drawdown 0.77 0.39
Metrics calculated over the period 1 May 2020 - 30 April 2025
Swipe left to see all data
Gold Desert Portfolio
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 0% 60%
Commodities 100% 10%
PERFORMANCES
Annualized Return (%) 10.35 5.58
Infl. Adjusted Return (%) 7.06 2.43
DRAWDOWN
Deepest Drawdown Depth (%) -18.08 -14.72
Start to Recovery (months) 40 27
Longest Drawdown Depth (%) -18.08 -14.72
Start to Recovery (months) 40 27
Longest Negative Period (months) 41 38
RISK INDICATORS
Standard Deviation (%) 14.10 5.95
Sharpe Ratio 0.61 0.64
Sortino Ratio 0.91 0.88
Ulcer Index 6.65 3.86
Ratio: Return / Standard Deviation 0.73 0.94
Ratio: Return / Deepest Drawdown 0.57 0.38
Metrics calculated over the period 1 May 2015 - 30 April 2025
Swipe left to see all data
Gold Desert Portfolio
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 0% 60%
Commodities 100% 10%
PERFORMANCES
Annualized Return (%) 7.06 6.86
Infl. Adjusted Return (%) 4.44 4.24
DRAWDOWN
Deepest Drawdown Depth (%) -42.91 -14.72
Start to Recovery (months) 107 27
Longest Drawdown Depth (%) -42.91 -14.72
Start to Recovery (months) 107 27
Longest Negative Period (months) 145 38
RISK INDICATORS
Standard Deviation (%) 15.69 5.50
Sharpe Ratio 0.31 0.83
Sortino Ratio 0.45 1.13
Ulcer Index 20.47 2.63
Ratio: Return / Standard Deviation 0.45 1.25
Ratio: Return / Deepest Drawdown 0.16 0.47
Metrics calculated over the period 1 May 1995 - 30 April 2025
Swipe left to see all data
Gold Desert Portfolio
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 0% 30%
Fixed Income 0% 60%
Commodities 100% 10%
PERFORMANCES
Annualized Return (%) 3.22 6.22
Infl. Adjusted Return (%) 1.07 4.01
DRAWDOWN
Deepest Drawdown Depth (%) -61.78 -33.15
Start to Recovery (months) 319 48
Longest Drawdown Depth (%) -12.20 -33.15
Start to Recovery (months) 685 48
Longest Negative Period (months) 744 80
RISK INDICATORS
Standard Deviation (%) 12.69 5.97
Sharpe Ratio -0.06 0.37
Sortino Ratio -0.11 0.53
Ulcer Index 22.24 3.70
Ratio: Return / Standard Deviation 0.25 1.04
Ratio: Return / Deepest Drawdown 0.05 0.19
Metrics calculated over the period 1 January 1871 - 30 April 2025
Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book

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)

Loading data
Please wait
Swipe left to see all data
Gold Desert Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-42.91 107 Sep 2011
Jul 2020
-37.17 95 Feb 1996
Dec 2003
-25.83 15 Mar 2008
May 2009
-18.08 40 Aug 2020
Nov 2023
-14.72 27 Jan 2022
Mar 2024
-10.15 19 Mar 2008
Sep 2009
-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
-6.38 3 Jan 2011
Mar 2011
-5.22 4 Jun 2009
Sep 2009
-5.09 2 Jul 2010
Aug 2010
-4.90 3 Jan 2004
Mar 2004
-4.49 3 Nov 2024
Jan 2025

Loading data
Please wait
Swipe left to see all data
Gold Desert Portfolio
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
-33.15 48 Sep 1929
Aug 1933
-25.83 15 Mar 2008
May 2009
-24.27 5 Feb 1980
Jun 1980
-20.49 7 Jul 1973
Jan 1974
-20.28 4 Nov 1978
Feb 1979
-19.77 32 May 1969
Dec 1971
-18.25 255 Jan 1948
Mar 1969
-18.08 40 Aug 2020
Nov 2023
-16.62 8 Apr 1974
Nov 1974
-16.03 34 Mar 1937
Dec 1939
-14.72 27 Jan 2022
Mar 2024
-12.20 685 Jan 1876
Jan 1933

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:

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 Desert Portfolio
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 25.46 0.00 3.40 -0.40
2024
 26.66 -4.49 10.90 -2.08
2023
 12.69 -7.22 11.64 -4.01
2022
 -0.77 -15.91 -11.64 -14.72
2021
 -4.15 -10.32 5.76 -2.29
2020
 24.81 -10.12 12.96 -3.56
2019
 17.86 -4.10 14.41 -0.95
2018
 -1.94 -11.66 -0.94 -2.77
2017
 12.81 -4.09 8.38 -0.12
2016
 8.03 -15.02 5.39 -2.63
2015
 -10.67 -17.81 0.02 -2.57
2014
 -2.19 -12.44 5.45 -1.59
2013
 -28.33 -28.33 6.10 -2.64
2012
 6.60 -10.45 6.70 -2.16
2011
 9.57 -14.48 6.23 -3.24
2010
 29.27 -5.09 11.95 -1.56
2009
 24.03 -7.20 10.05 -5.76
2008
 4.92 -25.83 -2.92 -8.78
2007
 30.45 -4.20 10.64 -0.86
2006
 22.55 -8.63 8.85 -1.61
2005
 17.76 -4.91 5.06 -1.48
2004
 4.65 -8.31 6.34 -3.44
2003
 19.89 -8.88 12.64 -1.46
2002
 25.57 -6.72 4.90 -2.20
2001
 0.75 -6.10 1.31 -3.94
2000
 -5.44 -9.93 4.70 -2.78
1999
 0.85 -11.47 5.12 -2.91
1998
 -0.83 -12.01 13.26 -4.42
1997
 -21.41 -21.41 12.53 -2.44
1996
 -4.59 -8.95 6.98 -2.04
1995
 0.98 -2.46 23.10 0.00
1994
 -2.17 -3.91 -2.86 -5.63
1993
 17.68 -11.51 11.81 -1.14
1992
 -5.73 -6.97 6.83 -2.19
1991
 -8.56 -10.05 18.44 -1.44
1990
 -3.11 -15.14 3.54 -3.71
1989
 -2.84 -12.30 16.86 -1.08
1988
 -15.26 -18.05 6.82 -1.71
1987
 24.53 -1.97 4.17 -8.49
1986
 18.96 -8.14 15.33 -2.55
1985
 6.00 -6.67 23.33 -1.21
1984
 -19.38 -21.80 7.73 -4.82
1983
 -16.31 -23.52 8.30 -2.24
1982
 14.94 -20.13 26.32 -3.26
1981
 -32.60 -32.60 1.14 -7.38
1980
 15.19 -24.27 13.20 -9.99
1979
 126.55 -4.46 23.14 -5.87
1978
 37.01 -20.28 6.93 -4.01
1977
 22.64 -4.00 1.88 -2.73
1976
 -4.10 -25.85 15.78 -1.19
1975
 -24.80 -25.92 13.28 -5.90
1974
 66.15 -16.62 1.69 -10.61
1973
 72.96 -20.49 4.52 -2.49
1972
 49.02 -6.88 11.82 -0.45
1971
 16.70 -3.48 12.65 -4.66
1970
 6.16 -1.56 12.37 -7.35
1969
 -16.07 -19.25 -5.97 -8.03
1968
 18.16 -7.38 7.55 -2.19
1967
 0.28 0.00 7.92 -2.06
1966
 -0.28 -0.28 0.34 -5.94
1965
 0.42 0.00 4.73 -1.03
1964
 0.28 0.00 7.24 -0.32
1963
 -0.28 -0.28 7.30 -1.00
1962
 -0.42 -0.42 0.50 -6.18
1961
 -2.74 -2.74 8.58 -1.52
1960
 3.55 0.00 8.43 -1.54
1959
 0.00 0.00 2.81 -2.68
1958
 0.00 0.00 11.74 -0.94
1957
 0.14 0.00 2.18 -3.74
1956
 0.14 0.00 1.63 -3.23
1955
 -0.28 -0.28 7.22 -0.52
1954
 -0.70 -0.70 16.77 -1.29
1953
 -8.27 -8.27 1.55 -4.32
1952
 -3.25 -3.25 5.05 -1.76
1951
 -0.62 -0.62 6.18 -2.19
1950
 -0.62 -0.62 8.93 -1.90
1949
 -3.57 -3.57 8.23 -1.05
1948
 -2.33 -2.33 2.04 -3.26
1947
 12.42 0.00 2.08 -1.75
1946
 2.68 0.00 -1.19 -7.09
1945
 2.76 0.00 14.80 -0.95
1944
 -0.68 -0.68 7.66 -0.40
1943
 2.82 0.00 10.14 -2.72
1942
 0.00 0.00 5.79 -3.76
1941
 2.90 0.00 -1.40 -4.91
1940
 -1.43 -1.43 0.28 -8.12
1939
 0.00 0.00 2.55 -3.58
1938
 0.00 0.00 11.07 -7.87
1937
 0.00 0.00 -9.33 -11.51
1936
 0.00 0.00 12.80 -2.18
1935
 0.00 0.00 16.19 -1.56
1934
 8.29 0.00 5.87 -3.60
1933
 56.36 0.00 24.58 -6.82
1932
 0.00 0.00 4.75 -11.02
1931
 0.00 0.00 -14.48 -18.82
1930
 0.00 0.00 -3.87 -9.84
1929
 0.00 0.00 -0.87 -10.20
1928
 0.00 0.00 11.04 -1.69
1927
 0.00 0.00 13.17 -1.35
1926
 0.00 0.00 6.25 -2.21
1925
 0.00 0.00 9.62 -1.97
1924
 0.00 0.00 12.81 -0.53
1923
 0.00 0.00 3.83 -3.40
1922
 0.00 0.00 12.02 -1.47
1921
 0.00 0.00 10.91 -2.31
1920
 0.00 0.00 -4.08 -4.57
1919
 0.00 0.00 7.21 -2.63
1918
 0.00 0.00 8.21 -0.86
1917
 0.00 0.00 -6.61 -6.61
1916
 0.00 0.00 4.61 -0.73
1915
 0.00 0.00 13.09 -0.63
1914
 0.00 0.00 2.24 -4.37
1913
 0.00 0.00 0.88 -1.69
1912
 0.00 0.00 3.08 -1.23
1911
 0.00 0.00 3.48 -2.91
1910
 0.00 0.00 1.46 -2.32
1909
 0.00 0.00 5.68 -0.54
1908
 0.00 0.00 18.68 -0.40
1907
 0.00 0.00 -7.48 -7.79
1906
 0.00 0.00 0.61 -3.23
1905
 0.00 0.00 6.76 -1.92
1904
 0.00 0.00 13.11 -0.82
1903
 0.00 0.00 -3.84 -6.90
1902
 0.00 0.00 3.02 -2.49
1901
 0.00 0.00 6.91 -2.80
1900
 0.00 0.00 8.52 -1.39
1899
 0.00 0.00 0.85 -2.91
1898
 0.00 0.00 11.56 -4.68
1897
 0.00 0.00 9.58 -0.87
1896
 0.00 0.00 3.39 -5.61
1895
 0.00 0.00 1.49 -4.85
1894
 0.00 0.00 4.71 -1.07
1893
 0.00 0.00 -2.82 -8.38
1892
 0.00 0.00 3.08 -1.03
1891
 0.00 0.00 8.89 -2.54
1890
 0.00 0.00 -1.12 -4.05
1889
 0.00 0.00 3.60 -0.90
1888
 0.00 0.00 4.28 -1.64
1887
 0.00 0.00 0.66 -3.68
1886
 0.00 0.00 4.03 -1.72
1885
 0.00 0.00 12.18 -0.80
1884
 0.00 0.00 -1.36 -5.75
1883
 0.00 0.00 0.92 -1.92
1882
 0.00 0.00 2.90 -2.02
1881
 0.00 0.00 2.14 -3.73
1880
 0.00 0.00 11.10 -2.45
1879
 -0.10 -0.10 16.53 -0.59
1878
 -2.64 -2.64 8.46 -0.14
1877
 -4.71 -4.71 1.37 -4.98
1876
 -5.27 -5.27 -0.48 -4.25
1875
 1.95 0.00 5.68 -1.78
1874
 1.54 0.00 9.77 -1.41
1873
 -1.94 -1.94 1.59 -7.83
1872
 2.66 0.00 4.67 -2.79
1871
 -1.27 -1.27 6.19 -1.95
Mastering Etf Investing
The first official book of
Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book