Gretchen Tai vs Pinwheel Portfolio Comparison

Last Update: 31 March 2024

The Gretchen Tai Portfolio obtained a 7.37% compound annual return, with a 11.61% standard deviation, in the last 30 Years.

The Pinwheel Portfolio obtained a 7.44% compound annual return, with a 10.47% standard deviation, in the last 30 Years.

Summary

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Gretchen Tai Portfolio Pinwheel Portfolio
Portfolio Risk High High
Asset Allocation Stocks 70% 65%
Fixed Income 30% 25%
Commodities 0% 10%
30 Years Stats Return +7.37% +7.44%
Std Dev 11.61% 10.47%
Max Drawdown -41.80% -36.89%
All time Stats
(Since Jan 1986)		 Return +8.83% +8.53%
Std Dev 11.86% 10.42%
Max Drawdown -41.80% -36.89%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1986

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1M 6M 1Y 5Y 10Y 30Y MAX
Gretchen Tai Portfolio +2.48 +14.59 +13.30 +6.51 +5.99 +7.37 +8.83
Pinwheel Portfolio +2.69 +13.77 +11.44 +6.48 +5.67 +7.44 +8.53
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Gretchen Tai Portfolio: an investment of 1$, since April 1994, now would be worth 8.44$, with a total return of 743.65% (7.37% annualized).

Pinwheel Portfolio: an investment of 1$, since April 1994, now would be worth 8.62$, with a total return of 761.52% (7.44% annualized).

Gretchen Tai Portfolio: an investment of 1$, since January 1986, now would be worth 25.49$, with a total return of 2448.56% (8.83% annualized).

Pinwheel Portfolio: an investment of 1$, since January 1986, now would be worth 22.87$, with a total return of 2187.29% (8.53% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Gretchen Tai Portfolio
Pinwheel Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-41.80% Nov 2007 Feb 2009 (16) Feb 2011 (40) 18.94
-36.89% Nov 2007 Feb 2009 (16) Oct 2010 (36) 16.21
-23.59% Jan 2022 Sep 2022 (9) In progress (27) 12.34
-22.92% Apr 2000 Sep 2002 (30) Nov 2003 (44) 12.59
-19.49% Jan 2022 Sep 2022 (9) Mar 2024 (27) 9.63
-16.24% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.25
-14.99% Jan 2020 Mar 2020 (3) Aug 2020 (8) 6.84
-14.25% May 2011 Sep 2011 (5) Sep 2012 (17) 5.39
-14.05% May 1998 Aug 1998 (4) Apr 1999 (12) 6.04
-12.86% May 1998 Aug 1998 (4) Dec 1998 (8) 5.93
-12.72% May 2011 Sep 2011 (5) Mar 2012 (11) 5.08
-11.06% Jun 2002 Sep 2002 (4) Jun 2003 (13) 7.41
-10.37% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.33
-10.09% May 2015 Feb 2016 (10) Jul 2016 (15) 5.43
-8.88% Feb 2001 Sep 2001 (8) Mar 2002 (14) 4.60
-8.24% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.28
-7.70% Mar 2015 Jan 2016 (11) Jun 2016 (16) 3.99
-5.90% Apr 2012 May 2012 (2) Sep 2012 (6) 2.52
-5.84% Sep 2000 Nov 2000 (3) Jan 2001 (5) 2.88
-5.84% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.31

Drawdown comparison chart since January 1986.

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Gretchen Tai Portfolio
Pinwheel Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-41.80% Nov 2007 Feb 2009 (16) Feb 2011 (40) 18.94
-36.89% Nov 2007 Feb 2009 (16) Oct 2010 (36) 16.21
-23.59% Jan 2022 Sep 2022 (9) In progress (27) 12.34
-22.92% Apr 2000 Sep 2002 (30) Nov 2003 (44) 12.59
-19.49% Jan 2022 Sep 2022 (9) Mar 2024 (27) 9.63
-17.50% Sep 1987 Nov 1987 (3) Nov 1988 (15) 8.27
-16.24% Jan 2020 Mar 2020 (3) Aug 2020 (8) 7.25
-16.12% Jan 1990 Sep 1990 (9) Feb 1991 (14) 7.89
-14.99% Jan 2020 Mar 2020 (3) Aug 2020 (8) 6.84
-14.91% Sep 1987 Nov 1987 (3) Dec 1988 (16) 7.02
-14.25% May 2011 Sep 2011 (5) Sep 2012 (17) 5.39
-14.05% May 1998 Aug 1998 (4) Apr 1999 (12) 6.04
-12.86% May 1998 Aug 1998 (4) Dec 1998 (8) 5.93
-12.72% May 2011 Sep 2011 (5) Mar 2012 (11) 5.08
-12.51% Jan 1990 Sep 1990 (9) Feb 1991 (14) 6.33
-11.06% Jun 2002 Sep 2002 (4) Jun 2003 (13) 7.41
-10.37% Feb 2018 Dec 2018 (11) Apr 2019 (15) 4.33
-10.09% May 2015 Feb 2016 (10) Jul 2016 (15) 5.43
-8.88% Feb 2001 Sep 2001 (8) Mar 2002 (14) 4.60
-8.24% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.28

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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Year Return Drawdown Return Drawdown
2024
+3.99%
 -0.85%
+3.03%
 -1.71%
2023
+15.12%
 -9.19%
+13.21%
 -8.07%
2022
-17.30%
 -23.59%
-13.57%
 -19.49%
2021
+12.15%
 -3.19%
+13.53%
 -3.10%
2020
+12.24%
 -16.24%
+9.12%
 -14.99%
2019
+20.82%
 -3.77%
+19.31%
 -3.16%
2018
-7.59%
 -10.37%
-6.39%
 -8.24%
2017
+18.32%
 0.00%
+14.08%
 0.00%
2016
+7.93%
 -3.80%
+8.63%
 -2.93%
2015
-2.21%
 -8.93%
-2.88%
 -7.37%
2014
+4.44%
 -3.36%
+6.12%
 -3.95%
2013
+14.58%
 -4.17%
+9.02%
 -4.25%
2012
+14.85%
 -6.38%
+12.60%
 -5.90%
2011
-1.45%
 -14.25%
-0.25%
 -12.72%
2010
+12.51%
 -8.38%
+16.08%
 -7.26%
2009
+26.58%
 -15.87%
+24.19%
 -14.81%
2008
-27.67%
 -32.64%
-22.51%
 -27.78%
2007
+9.39%
 -4.36%
+7.60%
 -4.41%
2006
+17.39%
 -3.34%
+19.78%
 -3.25%
2005
+10.26%
 -3.11%
+11.02%
 -2.58%
2004
+15.60%
 -4.14%
+15.19%
 -5.84%
2003
+29.40%
 -2.98%
+28.19%
 -3.19%
2002
-7.43%
 -14.03%
-2.13%
 -11.06%
2001
-6.29%
 -15.42%
-0.61%
 -8.88%
2000
-4.67%
 -9.28%
+1.80%
 -5.84%
1999
+22.01%
 -2.31%
+15.18%
 -2.13%
1998
+10.02%
 -12.86%
+3.43%
 -14.05%
1997
+11.39%
 -4.43%
+8.85%
 -4.25%
1996
+10.62%
 -3.29%
+13.00%
 -2.47%
1995
+17.98%
 -1.12%
+14.60%
 -1.63%
1994
-0.51%
 -7.04%
-2.32%
 -6.30%
1993
+26.87%
 -4.15%
+24.96%
 -3.33%
1992
+0.50%
 -4.36%
+4.01%
 -2.90%
1991
+30.31%
 -4.13%
+29.20%
 -3.25%
1990
-8.54%
 -16.12%
-7.14%
 -12.51%
1989
+25.15%
 -2.12%
+21.94%
 -1.96%
1988
+19.39%
 -3.11%
+14.95%
 -2.14%
1987
+4.96%
 -17.50%
+2.63%
 -14.91%
1986
+29.74%
 -4.54%
+21.90%
 -2.21%