Gretchen Tai vs David Swensen Lazy 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 David Swensen Lazy Portfolio obtained a 7.71% compound annual return, with a 10.76% standard deviation, in the last 30 Years.

Summary

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Gretchen Tai Portfolio David Swensen Lazy Portfolio
Risk High High
Asset Allocation Stocks 70% 70%
Fixed Income 30% 30%
Commodities 0% 0%
30 Years Stats Return +7.16% +7.71%
Std Dev 11.59% 10.76%
Max Drawdown -41.80% -40.89%

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
David Swensen Lazy Portfolio -1.67 +0.10 -4.15 +4.95 +5.89 +7.71 +8.81
(*) 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).

David Swensen Lazy Portfolio: an investment of 1000$, since June 1993, now would be worth 9294.17$, with a total return of 829.42% (7.71% 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).

David Swensen Lazy Portfolio: an investment of 1000$, since January 1986, now would be worth 23530.81$, with a total return of 2253.08% (8.81% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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Gretchen Tai Portfolio
David Swensen Lazy Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-41.80% Nov 2007 Feb 2009
-40.89% Nov 2007 Feb 2009
-23.59% Jan 2022 Sep 2022
-22.92% Apr 2000 Sep 2002
-22.43% Jan 2022 Sep 2022
-16.24% Jan 2020 Mar 2020
-14.66% Feb 2020 Mar 2020
-14.25% May 2011 Sep 2011
-12.86% May 1998 Aug 1998
-12.40% May 2011 Sep 2011
-11.28% Apr 1998 Aug 1998
-10.67% Sep 2000 Sep 2002
-10.37% Feb 2018 Dec 2018
-10.09% May 2015 Feb 2016
-8.21% Feb 1994 Nov 1994
-8.18% Sep 2018 Dec 2018
-7.04% Feb 1994 Mar 1994
-6.84% Mar 2015 Sep 2015
-5.90% Apr 2004 Apr 2004
-4.74% May 2012 May 2012

Drawdown comparison chart since January 1986.

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Gretchen Tai Portfolio
David Swensen Lazy Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-41.80% Nov 2007 Feb 2009
-40.89% Nov 2007 Feb 2009
-23.59% Jan 2022 Sep 2022
-22.92% Apr 2000 Sep 2002
-22.43% Jan 2022 Sep 2022
-17.50% Sep 1987 Nov 1987
-16.24% Jan 2020 Mar 2020
-16.20% Sep 1987 Nov 1987
-16.12% Jan 1990 Sep 1990
-14.66% Feb 2020 Mar 2020
-14.25% May 2011 Sep 2011
-12.86% May 1998 Aug 1998
-12.63% Jan 1990 Sep 1990
-12.40% May 2011 Sep 2011
-11.28% Apr 1998 Aug 1998
-10.67% Sep 2000 Sep 2002
-10.37% Feb 2018 Dec 2018
-10.09% May 2015 Feb 2016
-8.21% Feb 1994 Nov 1994
-8.18% Sep 2018 Dec 2018

Yearly Returns

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

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Year Gretchen Tai Portfolio David Swensen Lazy Portfolio
2023
 +4.75% +3.66%
2022
 -17.30% -17.86%
2021
 +12.15% +17.34%
2020
 +12.24% +10.56%
2019
 +20.82% +21.27%
2018
 -7.59% -5.67%
2017
 +18.32% +13.94%
2016
 +7.93% +7.74%
2015
 -2.21% -0.95%
2014
 +4.44% +9.97%
2013
 +14.58% +10.89%
2012
 +14.85% +13.49%
2011
 -1.45% +2.21%
2010
 +12.51% +15.37%
2009
 +26.58% +24.86%
2008
 -27.67% -25.53%
2007
 +9.39% +5.59%
2006
 +17.39% +17.84%
2005
 +10.26% +8.97%
2004
 +15.60% +16.10%
2003
 +29.40% +26.85%
2002
 -7.43% -3.41%
2001
 -6.29% -1.71%
2000
 -4.67% +3.13%
1999
 +22.01% +12.70%
1998
 +10.02% +8.13%
1997
 +11.39% +15.35%
1996
 +10.62% +15.04%
1995
 +17.98% +20.31%
1994
 -0.51% -2.86%
1993
 +26.87% +20.71%
1992
 +0.50% +5.36%
1991
 +30.31% +29.05%
1990
 -8.54% -6.06%
1989
 +25.15% +21.59%
1988
 +19.39% +15.34%
1987
 +4.96% +2.49%
1986
 +29.74% +23.31%