Gretchen Tai vs David Swensen Yale Endowment 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 Yale Endowment Portfolio obtained a 8.06% compound annual return, with a 10.83% standard deviation, in the last 30 Years.

Summary

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Gretchen Tai Portfolio David Swensen Yale Endowment Portfolio
Risk High High
Asset Allocation Stocks 70% 70%
Fixed Income 30% 30%
Commodities 0% 0%
30 Years Stats Return +7.16% +8.06%
Std Dev 11.59% 10.83%
Max Drawdown -41.80% -39.48%

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 Yale Endowment Portfolio -2.03 +0.22 -5.06 +4.71 +6.09 +8.06 +9.14
(*) 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 Yale Endowment Portfolio: an investment of 1000$, since June 1993, now would be worth 10229.18$, with a total return of 922.92% (8.06% 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 Yale Endowment Portfolio: an investment of 1000$, since January 1986, now would be worth 26375.72$, with a total return of 2537.57% (9.14% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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Gretchen Tai Portfolio
David Swensen Yale Endowment Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-41.80% Nov 2007 Feb 2009
-39.48% Nov 2007 Feb 2009
-25.53% Jan 2022 Sep 2022
-23.59% Jan 2022 Sep 2022
-22.92% Apr 2000 Sep 2002
-16.24% Jan 2020 Mar 2020
-14.25% May 2011 Sep 2011
-13.19% Feb 2020 Mar 2020
-12.86% May 1998 Aug 1998
-10.80% Sep 2000 Sep 2002
-10.52% Apr 1998 Aug 1998
-10.37% Feb 2018 Dec 2018
-10.09% May 2015 Feb 2016
-8.80% Feb 1994 Nov 1994
-8.65% May 2011 Sep 2011
-8.51% Sep 2018 Dec 2018
-7.23% Mar 2015 Sep 2015
-7.04% Feb 1994 Mar 1994
-6.27% Apr 2004 Apr 2004
-5.66% May 2013 Aug 2013

Drawdown comparison chart since January 1986.

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Gretchen Tai Portfolio
David Swensen Yale Endowment Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-41.80% Nov 2007 Feb 2009
-39.48% Nov 2007 Feb 2009
-25.53% Jan 2022 Sep 2022
-23.59% Jan 2022 Sep 2022
-22.92% Apr 2000 Sep 2002
-17.50% Sep 1987 Nov 1987
-16.33% Sep 1987 Nov 1987
-16.24% Jan 2020 Mar 2020
-16.12% Jan 1990 Sep 1990
-14.25% May 2011 Sep 2011
-13.67% Jan 1990 Sep 1990
-13.19% Feb 2020 Mar 2020
-12.86% May 1998 Aug 1998
-10.80% Sep 2000 Sep 2002
-10.52% Apr 1998 Aug 1998
-10.37% Feb 2018 Dec 2018
-10.09% May 2015 Feb 2016
-8.80% Feb 1994 Nov 1994
-8.65% May 2011 Sep 2011
-8.51% 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 Yale Endowment Portfolio
2023
 +4.75% +4.19%
2022
 -17.30% -21.08%
2021
 +12.15% +17.53%
2020
 +12.24% +12.03%
2019
 +20.82% +22.65%
2018
 -7.59% -6.20%
2017
 +18.32% +14.99%
2016
 +7.93% +7.39%
2015
 -2.21% -0.81%
2014
 +4.44% +13.38%
2013
 +14.58% +10.31%
2012
 +14.85% +13.55%
2011
 -1.45% +6.31%
2010
 +12.51% +15.25%
2009
 +26.58% +20.32%
2008
 -27.67% -21.94%
2007
 +9.39% +4.98%
2006
 +17.39% +17.42%
2005
 +10.26% +9.62%
2004
 +15.60% +16.80%
2003
 +29.40% +26.48%
2002
 -7.43% -3.11%
2001
 -6.29% -2.47%
2000
 -4.67% +4.18%
1999
 +22.01% +13.14%
1998
 +10.02% +8.63%
1997
 +11.39% +16.00%
1996
 +10.62% +14.56%
1995
 +17.98% +21.75%
1994
 -0.51% -3.27%
1993
 +26.87% +21.51%
1992
 +0.50% +5.31%
1991
 +30.31% +29.27%
1990
 -8.54% -6.61%
1989
 +25.15% +22.10%
1988
 +19.39% +15.93%
1987
 +4.96% +1.82%
1986
 +29.74% +25.68%