Gold Portfolio vs Betterment Robo Advisor 50 Value Tilt Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - May 2025 (~40 years)
Consolidated Returns as of 31 May 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
(1995/06 - 2025/05)
All Data
(1985/01 - 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 1985
9.79$
Final Capital
May 2025
5.81%
Yearly Return
15.07%
Std Deviation
-48.26%
Max Drawdown
217months
Recovery Period
1.00$
Invested Capital
January 1985
3.22$
Final Capital
May 2025
2.94%
Yearly Return
15.07%
Std Deviation
-65.71%
Max Drawdown
242months
Recovery Period
Betterment Robo Advisor 50 Value Tilt Portfolio
1.00$
Invested Capital
June 1995
8.54$
Final Capital
May 2025
7.41%
Yearly Return
9.27%
Std Deviation
-30.72%
Max Drawdown
30months
Recovery Period
1.00$
Invested Capital
June 1995
4.05$
Final Capital
May 2025
4.77%
Yearly Return
9.27%
Std Deviation
-31.87%
Max Drawdown
36months
Recovery Period
1.00$
Invested Capital
January 1985
34.65$
Final Capital
May 2025
9.17%
Yearly Return
9.44%
Std Deviation
-30.72%
Max Drawdown
30months
Recovery Period
1.00$
Invested Capital
January 1985
11.40$
Final Capital
May 2025
6.21%
Yearly Return
9.44%
Std Deviation
-31.87%
Max Drawdown
36months
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 Betterment Robo Advisor 50 Value Tilt Portfolio obtained a 7.41% compound annual return, with a 9.27% standard deviation. It suffered a maximum drawdown of -30.72% that required 30 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.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Gold Portfolio
Weight
(%)		 Ticker Name
100.00
GLD
SPDR Gold Trust
Betterment Robo Advisor 50 Value Tilt Portfolio
Weight
(%)		 Ticker Name
16.20
VTI
Vanguard Total Stock Market
13.70
EFA
iShares MSCI EAFE
9.00
EEM
iShares MSCI Emerging Markets
4.40
VTV
Vanguard Value
3.60
VOE
Vanguard Mid-Cap Value
3.00
IJS
iShares S&P Small-Cap 600 Value
18.40
BNDX
Vanguard Total International Bond
14.70
BND
Vanguard Total Bond Market
10.70
EMB
iShares JP Morgan USD Em Mkts Bd
6.30
TIP
iShares TIPS Bond
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Portfolio Returns as of May 31, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
Return Comparison
Capital Growth
30 Years
(1995/06 - 2025/05)
All Data
(1985/01 - 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%
Betterment Robo Advisor 50 Value Tilt
Betterment 		1 $ 8.54 $ 753.55% 7.41%
Jun 1995 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Gold
 1 $ 3.73 $ 272.67% 4.48%
Betterment Robo Advisor 50 Value Tilt
Betterment 		1 $ 4.05 $ 304.87% 4.77%
Jun 1995 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Gold
 1 $ 9.79 $ 879.36% 5.81%
Betterment Robo Advisor 50 Value Tilt
Betterment 		1 $ 34.65 $ 3 364.53% 9.17%
Jan 1985 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Gold
 1 $ 3.22 $ 222.21% 2.94%
Betterment Robo Advisor 50 Value Tilt
Betterment 		1 $ 11.40 $ 1 039.85% 6.21%
Jan 1985 May 2025

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Return (%) as of May 31, 2025
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_gold.webp Gold
-- Market Benchmark 		25.39 -0.06 23.62 41.01 13.26 10.28 7.11 5.81
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_betterment.webp Robo Advisor 50 Value Tilt
Betterment 		4.29 2.38 1.54 8.87 6.17 5.23 7.41 9.17
Returns over 1 year are annualized.
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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 1985 - 31 May 2025 (~40 years)
1 Year
5 Years
10 Years
30 Years
All (1985/01 - 2025/05)
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Gold Robo Advisor 50 Value Tilt
Author Betterment
ASSET ALLOCATION
Stocks 0% 49.9%
Fixed Income 0% 50.1%
Commodities 100% 0%
PERFORMANCES
Annualized Return (%) 41.01 8.87
Infl. Adjusted (%) 37.74 6.34
DRAWDOWN
Deepest Drawdown Depth (%) -4.49 -2.63
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -4.49 -2.63
Start to Recovery (months) 3 3
Longest Negative Period (months) 3 7
RISK INDICATORS
Standard Deviation (%) 12.32 6.15
Sharpe Ratio 2.95 0.68
Sortino Ratio 4.14 0.84
Ulcer Index 1.52 1.09
Ratio: Return / Standard Deviation 3.33 1.44
Ratio: Return / Deepest Drawdown 9.14 3.37
Metrics calculated over the period 1 June 2024 - 31 May 2025
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Gold Robo Advisor 50 Value Tilt
Author Betterment
ASSET ALLOCATION
Stocks 0% 49.9%
Fixed Income 0% 50.1%
Commodities 100% 0%
PERFORMANCES
Annualized Return (%) 13.26 6.17
Infl. Adjusted (%) 8.26 1.49
DRAWDOWN
Deepest Drawdown Depth (%) -18.08 -20.25
Start to Recovery (months) 40 31
Longest Drawdown Depth (%) -18.08 -20.25
Start to Recovery (months) 40 31
Longest Negative Period (months) 39 36
RISK INDICATORS
Standard Deviation (%) 14.73 10.12
Sharpe Ratio 0.72 0.35
Sortino Ratio 1.09 0.48
Ulcer Index 6.97 7.34
Ratio: Return / Standard Deviation 0.90 0.61
Ratio: Return / Deepest Drawdown 0.73 0.30
Metrics calculated over the period 1 June 2020 - 31 May 2025
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Gold Robo Advisor 50 Value Tilt
Author Betterment
ASSET ALLOCATION
Stocks 0% 49.9%
Fixed Income 0% 50.1%
Commodities 100% 0%
PERFORMANCES
Annualized Return (%) 10.28 5.23
Infl. Adjusted (%) 7.00 2.10
DRAWDOWN
Deepest Drawdown Depth (%) -18.08 -20.25
Start to Recovery (months) 40 31
Longest Drawdown Depth (%) -18.08 -20.25
Start to Recovery (months) 40 31
Longest Negative Period (months) 40 39
RISK INDICATORS
Standard Deviation (%) 14.10 9.30
Sharpe Ratio 0.60 0.37
Sortino Ratio 0.90 0.49
Ulcer Index 6.65 5.74
Ratio: Return / Standard Deviation 0.73 0.56
Ratio: Return / Deepest Drawdown 0.57 0.26
Metrics calculated over the period 1 June 2015 - 31 May 2025
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Gold Robo Advisor 50 Value Tilt
Author Betterment
ASSET ALLOCATION
Stocks 0% 49.9%
Fixed Income 0% 50.1%
Commodities 100% 0%
PERFORMANCES
Annualized Return (%) 7.11 7.41
Infl. Adjusted (%) 4.48 4.77
DRAWDOWN
Deepest Drawdown Depth (%) -42.91 -30.72
Start to Recovery (months) 107 30
Longest Drawdown Depth (%) -42.91 -20.25
Start to Recovery (months) 107 31
Longest Negative Period (months) 145 51
RISK INDICATORS
Standard Deviation (%) 15.68 9.27
Sharpe Ratio 0.31 0.55
Sortino Ratio 0.46 0.72
Ulcer Index 20.46 5.69
Ratio: Return / Standard Deviation 0.45 0.80
Ratio: Return / Deepest Drawdown 0.17 0.24
Metrics calculated over the period 1 June 1995 - 31 May 2025
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Gold Robo Advisor 50 Value Tilt
Author Betterment
ASSET ALLOCATION
Stocks 0% 49.9%
Fixed Income 0% 50.1%
Commodities 100% 0%
PERFORMANCES
Annualized Return (%) 5.81 9.17
Infl. Adjusted (%) 2.94 6.21
DRAWDOWN
Deepest Drawdown Depth (%) -48.26 -30.72
Start to Recovery (months) 217 30
Longest Drawdown Depth (%) -48.26 -20.25
Start to Recovery (months) 217 31
Longest Negative Period (months) 224 51
RISK INDICATORS
Standard Deviation (%) 15.07 9.44
Sharpe Ratio 0.18 0.64
Sortino Ratio 0.26 0.84
Ulcer Index 24.16 5.24
Ratio: Return / Standard Deviation 0.39 0.97
Ratio: Return / Deepest Drawdown 0.12 0.30
Metrics calculated over the period 1 January 1985 - 31 May 2025
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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 1985 - 31 May 2025 (~40 years)
30 Years
(1995/06 - 2025/05)

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Gold Robo Advisor 50 Value Tilt
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-42.91 107 Sep 2011
Jul 2020
-37.17 95 Feb 1996
Dec 2003
-30.72 30 Nov 2007
Apr 2010
-25.83 15 Mar 2008
May 2009
-20.25 31 Jan 2022
Jul 2024
-18.08 40 Aug 2020
Nov 2023
-13.31 8 Jan 2020
Aug 2020
-12.79 8 May 1998
Dec 1998
-10.86 13 May 2002
May 2003
-9.49 10 May 2011
Feb 2012
-8.64 10 Dec 2004
Sep 2005
-8.63 10 May 2006
Feb 2007
-8.54 14 Feb 2001
Mar 2002
-8.37 6 Dec 2009
May 2010
-8.31 7 Apr 2004
Oct 2004

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Gold Robo Advisor 50 Value Tilt
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-48.26 217 Dec 1987
Dec 2005
-42.91 107 Sep 2011
Jul 2020
-30.72 30 Nov 2007
Apr 2010
-25.83 15 Mar 2008
May 2009
-20.25 31 Jan 2022
Jul 2024
-18.08 40 Aug 2020
Nov 2023
-14.26 14 Sep 1987
Oct 1988
-13.31 8 Jan 2020
Aug 2020
-12.79 8 May 1998
Dec 1998
-11.61 7 Aug 1990
Feb 1991
-10.86 13 May 2002
May 2003
-9.49 10 May 2011
Feb 2012
-8.63 10 May 2006
Feb 2007
-8.54 14 Feb 2001
Mar 2002
-8.37 6 Dec 2009
May 2010

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 1985 - 31 May 2025 (~40 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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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.

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Gold Robo Advisor 50 Value Tilt
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 25.39 -0.06 4.29 -1.48
2024
 26.66 -4.49 7.90 -2.71
2023
 12.69 -7.22 12.46 -7.30
2022
 -0.77 -15.91 -14.79 -20.25
2021
 -4.15 -10.32 7.95 -2.64
2020
 24.81 -10.12 9.50 -13.31
2019
 17.86 -4.10 17.41 -2.78
2018
 -1.94 -11.66 -5.36 -7.45
2017
 12.81 -4.09 14.19 0.00
2016
 8.03 -15.02 8.00 -2.25
2015
 -10.67 -17.81 -1.55 -6.85
2014
 -2.19 -12.44 5.47 -2.43
2013
 -28.33 -28.33 10.19 -3.88
2012
 6.60 -10.45 13.19 -4.36
2011
 9.57 -14.48 1.17 -9.49
2010
 29.27 -5.09 11.61 -5.51
2009
 24.03 -7.20 23.06 -11.58
2008
 4.92 -25.83 -19.44 -24.47
2007
 30.45 -4.20 8.19 -2.74
2006
 22.55 -8.63 13.22 -2.76
2005
 17.76 -4.91 9.54 -2.36
2004
 4.65 -8.31 12.75 -3.66
2003
 19.89 -8.88 24.96 -1.03
2002
 25.57 -6.72 -2.56 -10.86
2001
 0.75 -6.10 1.49 -8.54
2000
 -5.44 -9.93 1.53 -4.79
1999
 0.85 -11.47 17.87 -2.47
1998
 -0.83 -12.01 8.83 -12.79
1997
 -21.41 -21.41 10.06 -3.98
1996
 -4.59 -8.95 13.19 -1.81
1995
 0.98 -2.46 20.93 -0.56
1994
 -2.17 -3.91 -3.66 -7.31
1993
 17.68 -11.51 24.85 -2.42
1992
 -5.73 -6.97 5.53 -2.73
1991
 -8.56 -10.05 30.42 -3.25
1990
 -3.11 -15.14 -2.59 -11.61
1989
 -2.84 -12.30 24.37 -1.05
1988
 -15.26 -18.05 16.22 -2.20
1987
 24.53 -1.97 0.64 -14.26
1986
 18.96 -8.14 21.70 -4.04
1985
 6.00 -6.67 30.70 -1.22
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