Gold Portfolio vs Scott Burns Couch Potato Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - June 2025 (~41 years)
Consolidated Returns as of 30 June 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
(1995/07 - 2025/06)
All Data
(1985/01 - 2025/06)
Inflation Adjusted:
Gold Portfolio
1.00$
Invested Capital
July 1995
7.83$
Final Capital
June 2025
7.10%
Yearly Return
15.68%
Std Deviation
-42.91%
Max Drawdown
107months
Recovery Period
1.00$
Invested Capital
July 1995
3.72$
Final Capital
June 2025
4.48%
Yearly Return
15.68%
Std Deviation
-45.71%
Max Drawdown
158months
Recovery Period
1.00$
Invested Capital
January 1985
9.83$
Final Capital
June 2025
5.81%
Yearly Return
15.06%
Std Deviation
-48.26%
Max Drawdown
217months
Recovery Period
1.00$
Invested Capital
January 1985
3.24$
Final Capital
June 2025
2.94%
Yearly Return
15.06%
Std Deviation
-65.71%
Max Drawdown
242months
Recovery Period
Scott Burns Couch Potato Portfolio
1.00$
Invested Capital
July 1995
10.40$
Final Capital
June 2025
8.12%
Yearly Return
8.74%
Std Deviation
-27.04%
Max Drawdown
30months
Recovery Period
1.00$
Invested Capital
July 1995
4.94$
Final Capital
June 2025
5.47%
Yearly Return
8.74%
Std Deviation
-28.24%
Max Drawdown
36months
Recovery Period
1.00$
Invested Capital
January 1985
37.87$
Final Capital
June 2025
9.39%
Yearly Return
9.04%
Std Deviation
-27.04%
Max Drawdown
30months
Recovery Period
1.00$
Invested Capital
January 1985
12.46$
Final Capital
June 2025
6.43%
Yearly Return
9.04%
Std Deviation
-28.24%
Max Drawdown
36months
Recovery Period

As of June 2025, in the previous 30 Years, the Gold Portfolio obtained a 7.10% 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 June 2025, in the previous 30 Years, the Scott Burns Couch Potato Portfolio obtained a 8.12% compound annual return, with a 8.74% standard deviation. It suffered a maximum drawdown of -27.04% 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.

Weight
(%)
Ticker Name
100.00
GLD
SPDR Gold Trust
Weight
(%)
Ticker Name
50.00
VTI
Vanguard Total Stock Market
50.00
TIP
iShares TIPS Bond
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Portfolio Returns as of Jun 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
Capital Growth
30 Years
(1995/07 - 2025/06)
All Data
(1985/01 - 2025/06)
Inflation Adjusted:
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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Gold
1 $ 7.83 $ 683.26% 7.10%
Scott Burns Couch Potato
Scott Burns
1 $ 10.40 $ 939.76% 8.12%

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Gold
1 $ 3.72 $ 272.25% 4.48%
Scott Burns Couch Potato
Scott Burns
1 $ 4.94 $ 394.16% 5.47%

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Gold
1 $ 9.83 $ 883.33% 5.81%
Scott Burns Couch Potato
Scott Burns
1 $ 37.87 $ 3 687.01% 9.39%

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Gold
1 $ 3.24 $ 223.52% 2.94%
Scott Burns Couch Potato
Scott Burns
1 $ 12.46 $ 1 145.95% 6.43%

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Return (%) as of Jun 30, 2025
YTD
(6M)
1M 6M 1Y 5Y 10Y 30Y MAX
(~41Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_gold.webp Gold
-- Market Benchmark
25.90 0.41 25.90 41.77 12.74 10.49 7.10 5.81
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_scott_burns.webp Couch Potato
Scott Burns
5.13 3.02 5.13 10.60 8.53 7.77 8.12 9.39
Returns over 1 year are annualized.
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Portfolio Metrics as of Jun 30, 2025

The following metrics, updated as of 30 June 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 July 2024 - 30 June 2025 (1 year)
Period: 1 July 2020 - 30 June 2025 (5 years)
Period: 1 July 2015 - 30 June 2025 (10 years)
Period: 1 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1985 - 30 June 2025 (~41 years)
1 Year
5 Years
10 Years
30 Years
All (1985/01 - 2025/06)
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Gold Couch Potato
Author Scott Burns
ASSET ALLOCATION
Stocks 0% 50%
Fixed Income 0% 50%
Commodities 100% 0%
PERFORMANCES
Annualized Return (%) 41.77 10.60
Infl. Adjusted (%) 38.41 7.98
DRAWDOWN
Deepest Drawdown Depth (%) -4.49 -3.00
Start to Recovery (months) 3 7
Longest Drawdown Depth (%) -4.49 -3.00
Start to Recovery (months) 3 7
Longest Negative Period (months) 3 7
RISK INDICATORS
Standard Deviation (%) 12.19 7.04
Sharpe Ratio 3.05 0.85
Sortino Ratio 4.27 1.11
Ulcer Index 1.52 1.37
Ratio: Return / Standard Deviation 3.43 1.51
Ratio: Return / Deepest Drawdown 9.31 3.53
Metrics calculated over the period 1 July 2024 - 30 June 2025
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Gold Couch Potato
Author Scott Burns
ASSET ALLOCATION
Stocks 0% 50%
Fixed Income 0% 50%
Commodities 100% 0%
PERFORMANCES
Annualized Return (%) 12.74 8.53
Infl. Adjusted (%) 7.86 3.83
DRAWDOWN
Deepest Drawdown Depth (%) -18.08 -19.77
Start to Recovery (months) 40 27
Longest Drawdown Depth (%) -18.08 -19.77
Start to Recovery (months) 40 27
Longest Negative Period (months) 39 32
RISK INDICATORS
Standard Deviation (%) 14.71 10.63
Sharpe Ratio 0.68 0.55
Sortino Ratio 1.03 0.73
Ulcer Index 6.97 7.30
Ratio: Return / Standard Deviation 0.87 0.80
Ratio: Return / Deepest Drawdown 0.70 0.43
Metrics calculated over the period 1 July 2020 - 30 June 2025
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Gold Couch Potato
Author Scott Burns
ASSET ALLOCATION
Stocks 0% 50%
Fixed Income 0% 50%
Commodities 100% 0%
PERFORMANCES
Annualized Return (%) 10.49 7.77
Infl. Adjusted (%) 7.23 4.59
DRAWDOWN
Deepest Drawdown Depth (%) -18.08 -19.77
Start to Recovery (months) 40 27
Longest Drawdown Depth (%) -18.08 -19.77
Start to Recovery (months) 40 27
Longest Negative Period (months) 39 32
RISK INDICATORS
Standard Deviation (%) 14.08 9.47
Sharpe Ratio 0.62 0.63
Sortino Ratio 0.92 0.83
Ulcer Index 6.57 5.49
Ratio: Return / Standard Deviation 0.75 0.82
Ratio: Return / Deepest Drawdown 0.58 0.39
Metrics calculated over the period 1 July 2015 - 30 June 2025
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Gold Couch Potato
Author Scott Burns
ASSET ALLOCATION
Stocks 0% 50%
Fixed Income 0% 50%
Commodities 100% 0%
PERFORMANCES
Annualized Return (%) 7.10 8.12
Infl. Adjusted (%) 4.48 5.47
DRAWDOWN
Deepest Drawdown Depth (%) -42.91 -27.04
Start to Recovery (months) 107 30
Longest Drawdown Depth (%) -42.91 -10.30
Start to Recovery (months) 107 33
Longest Negative Period (months) 145 62
RISK INDICATORS
Standard Deviation (%) 15.68 8.74
Sharpe Ratio 0.31 0.67
Sortino Ratio 0.46 0.88
Ulcer Index 20.46 5.17
Ratio: Return / Standard Deviation 0.45 0.93
Ratio: Return / Deepest Drawdown 0.17 0.30
Metrics calculated over the period 1 July 1995 - 30 June 2025
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Gold Couch Potato
Author Scott Burns
ASSET ALLOCATION
Stocks 0% 50%
Fixed Income 0% 50%
Commodities 100% 0%
PERFORMANCES
Annualized Return (%) 5.81 9.39
Infl. Adjusted (%) 2.94 6.43
DRAWDOWN
Deepest Drawdown Depth (%) -48.26 -27.04
Start to Recovery (months) 217 30
Longest Drawdown Depth (%) -48.26 -10.30
Start to Recovery (months) 217 33
Longest Negative Period (months) 224 62
RISK INDICATORS
Standard Deviation (%) 15.06 9.04
Sharpe Ratio 0.18 0.69
Sortino Ratio 0.26 0.91
Ulcer Index 24.14 4.83
Ratio: Return / Standard Deviation 0.39 1.04
Ratio: Return / Deepest Drawdown 0.12 0.35
Metrics calculated over the period 1 January 1985 - 30 June 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 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1985 - 30 June 2025 (~41 years)
30 Years
(1995/07 - 2025/06)

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Gold Couch Potato
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-42.91 107 Sep 2011
Jul 2020
-37.17 95 Feb 1996
Dec 2003
-27.04 30 Nov 2007
Apr 2010
-25.83 15 Mar 2008
May 2009
-19.77 27 Jan 2022
Mar 2024
-18.08 40 Aug 2020
Nov 2023
-10.72 5 Feb 2020
Jun 2020
-10.30 33 Sep 2000
May 2003
-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
-8.06 8 Sep 2018
Apr 2019
-8.06 5 Jul 1998
Nov 1998
-6.38 3 Jan 2011
Mar 2011

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Gold Couch Potato
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-48.26 217 Dec 1987
Dec 2005
-42.91 107 Sep 2011
Jul 2020
-27.04 30 Nov 2007
Apr 2010
-25.83 15 Mar 2008
May 2009
-19.77 27 Jan 2022
Mar 2024
-18.08 40 Aug 2020
Nov 2023
-16.03 17 Sep 1987
Jan 1989
-10.72 5 Feb 2020
Jun 2020
-10.30 33 Sep 2000
May 2003
-8.78 14 Feb 1994
Mar 1995
-8.63 10 May 2006
Feb 2007
-8.37 6 Dec 2009
May 2010
-8.14 7 Oct 1986
Apr 1987
-8.06 8 Sep 2018
Apr 2019
-8.06 5 Jul 1998
Nov 1998

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 - 30 June 2025 (~41 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 Couch Potato
Year Return
(%)
Drawdown
(%)
Return
(%)
Drawdown
(%)
2025
25.90 -0.06 5.13 -2.83
2024
26.66 -4.49 12.73 -3.08
2023
12.69 -7.22 14.66 -6.50
2022
-0.77 -15.91 -16.31 -19.77
2021
-4.15 -10.32 15.67 -2.76
2020
24.81 -10.12 15.93 -10.72
2019
17.86 -4.10 19.51 -2.63
2018
-1.94 -11.66 -3.32 -8.06
2017
12.81 -4.09 12.07 0.00
2016
8.03 -15.02 8.75 -2.08
2015
-10.67 -17.81 -0.70 -5.47
2014
-2.19 -12.44 8.07 -2.34
2013
-28.33 -28.33 12.48 -3.18
2012
6.60 -10.45 11.42 -2.32
2011
9.57 -14.48 7.12 -6.25
2010
29.27 -5.09 11.78 -6.09
2009
24.03 -7.20 18.92 -9.98
2008
4.92 -25.83 -18.47 -22.29
2007
30.45 -4.20 8.64 -1.70
2006
22.55 -8.63 7.99 -1.54
2005
17.76 -4.91 4.40 -1.83
2004
4.65 -8.31 10.53 -3.54
2003
19.89 -8.88 19.38 -1.09
2002
25.57 -6.72 -1.93 -6.44
2001
0.75 -6.10 -1.68 -8.57
2000
-5.44 -9.93 3.54 -5.60
1999
0.85 -11.47 9.67 -3.30
1998
-0.83 -12.01 16.26 -8.06
1997
-21.41 -21.41 21.85 -3.41
1996
-4.59 -8.95 11.14 -2.76
1995
0.98 -2.46 29.40 0.00
1994
-2.17 -3.91 -3.21 -8.78
1993
17.68 -11.51 13.19 -1.53
1992
-5.73 -6.97 8.92 -2.25
1991
-8.56 -10.05 25.50 -2.55
1990
-3.11 -15.14 1.06 -7.58
1989
-2.84 -12.30 21.95 -1.62
1988
-15.26 -18.05 11.91 -2.50
1987
24.53 -1.97 1.19 -16.03
1986
18.96 -8.14 16.48 -5.55
1985
6.00 -6.67 28.66 -1.87
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