Gretchen Tai vs Bill Bernstein Sheltered Sam 60/40 Portfolio Comparison

Last Update: 31 May 2023

The Gretchen Tai Portfolio obtained a 7.16% compound annual return, with a 11.59% standard deviation, in the last 30 Years.

The Bill Bernstein Sheltered Sam 60/40 Portfolio obtained a 7.25% compound annual return, with a 9.15% standard deviation, in the last 30 Years.

Summary

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Gretchen Tai Portfolio Bill Bernstein Sheltered Sam 60/40 Portfolio
Risk High High
Asset Allocation Stocks 70% 58.2%
Fixed Income 30% 40%
Commodities 0% 1.8%
30 Years Stats Return +7.16% +7.25%
Std Dev 11.59% 9.15%
Max Drawdown -41.80% -34.12%

Last Update: 31 May 2023

Historical Returns as of May 31, 2023

Comparison period starts from January 1986

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
Gretchen Tai Portfolio -1.83 +1.44 -2.06 +4.06 +5.62 +7.16 +8.65
Bill Bernstein Sheltered Sam 60/40 Portfolio -2.05 -1.14 -3.09 +4.39 +5.44 +7.25 +8.41
(*) Returns over 1 year are annualized

Capital Growth as of May 31, 2023

Gretchen Tai Portfolio: an investment of 1000$, since June 1993, now would be worth 7972.31$, with a total return of 697.23% (7.16% annualized).

Bill Bernstein Sheltered Sam 60/40 Portfolio: an investment of 1000$, since June 1993, now would be worth 8175.54$, with a total return of 717.55% (7.25% annualized).

Gretchen Tai Portfolio: an investment of 1000$, since January 1986, now would be worth 22301.46$, with a total return of 2130.15% (8.65% annualized).

Bill Bernstein Sheltered Sam 60/40 Portfolio: an investment of 1000$, since January 1986, now would be worth 20537.89$, with a total return of 1953.79% (8.41% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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Gretchen Tai Portfolio
Bill Bernstein Sheltered Sam 60/40 Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-41.80% Nov 2007 Feb 2009
-34.12% Nov 2007 Feb 2009
-23.59% Jan 2022 Sep 2022
-22.92% Apr 2000 Sep 2002
-16.48% Jan 2022 Sep 2022
-16.24% Jan 2020 Mar 2020
-14.38% Jan 2020 Mar 2020
-14.25% May 2011 Sep 2011
-12.86% May 1998 Aug 1998
-11.25% May 2011 Sep 2011
-10.89% May 1998 Aug 1998
-10.65% Jun 2002 Sep 2002
-10.37% Feb 2018 Dec 2018
-10.09% May 2015 Feb 2016
-7.95% Feb 2001 Sep 2001
-7.94% Sep 2018 Dec 2018
-7.04% Feb 1994 Mar 1994
-6.29% Jun 2015 Jan 2016
-6.11% Feb 1994 Jun 1994
-4.47% Apr 2012 May 2012

Drawdown comparison chart since January 1986.

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Gretchen Tai Portfolio
Bill Bernstein Sheltered Sam 60/40 Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-41.80% Nov 2007 Feb 2009
-34.12% Nov 2007 Feb 2009
-23.59% Jan 2022 Sep 2022
-22.92% Apr 2000 Sep 2002
-17.50% Sep 1987 Nov 1987
-16.48% Jan 2022 Sep 2022
-16.24% Jan 2020 Mar 2020
-16.12% Jan 1990 Sep 1990
-16.09% Sep 1987 Nov 1987
-14.38% Jan 2020 Mar 2020
-14.25% May 2011 Sep 2011
-12.86% May 1998 Aug 1998
-11.25% May 2011 Sep 2011
-10.89% May 1998 Aug 1998
-10.65% Jun 2002 Sep 2002
-10.37% Feb 2018 Dec 2018
-10.09% May 2015 Feb 2016
-9.53% Aug 1990 Sep 1990
-7.95% Feb 2001 Sep 2001
-7.94% Sep 2018 Dec 2018

Yearly Returns

Yearly return comparison. Common historical serie start from January 1986.

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Year Gretchen Tai Portfolio Bill Bernstein Sheltered Sam 60/40 Portfolio
2023
 +4.75% +1.44%
2022
 -17.30% -10.58%
2021
 +12.15% +14.69%
2020
 +12.24% +7.21%
2019
 +20.82% +17.21%
2018
 -7.59% -5.00%
2017
 +18.32% +11.37%
2016
 +7.93% +9.92%
2015
 -2.21% -1.72%
2014
 +4.44% +6.04%
2013
 +14.58% +14.05%
2012
 +14.85% +11.12%
2011
 -1.45% +1.31%
2010
 +12.51% +12.35%
2009
 +26.58% +18.56%
2008
 -27.67% -20.58%
2007
 +9.39% +5.25%
2006
 +17.39% +14.67%
2005
 +10.26% +7.42%
2004
 +15.60% +12.90%
2003
 +29.40% +24.15%
2002
 -7.43% -3.47%
2001
 -6.29% +0.06%
2000
 -4.67% +6.26%
1999
 +22.01% +10.16%
1998
 +10.02% +8.53%
1997
 +11.39% +15.72%
1996
 +10.62% +12.97%
1995
 +17.98% +22.13%
1994
 -0.51% -1.78%
1993
 +26.87% +19.41%
1992
 +0.50% +8.86%
1991
 +30.31% +24.84%
1990
 -8.54% -3.41%
1989
 +25.15% +21.08%
1988
 +19.39% +14.93%
1987
 +4.96% +3.35%
1986
 +29.74% +21.08%