Gretchen Tai vs Stocks/Bonds 60/40 Momentum 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 Stocks/Bonds 60/40 Momentum Portfolio obtained a 9.28% compound annual return, with a 9.43% standard deviation, in the last 30 Years.

Summary

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Gretchen Tai Portfolio Stocks/Bonds 60/40 Momentum Portfolio
Risk High High
Asset Allocation Stocks 70% 60%
Fixed Income 30% 40%
Commodities 0% 0%
30 Years Stats Return +7.16% +9.28%
Std Dev 11.59% 9.43%
Max Drawdown -41.80% -32.52%

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
Stocks/Bonds 60/40 Momentum Portfolio -3.31 -5.57 -4.10 +3.87 +7.58 +9.28 +10.10
(*) 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).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1000$, since June 1993, now would be worth 14339.34$, with a total return of 1333.93% (9.28% 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).

Stocks/Bonds 60/40 Momentum Portfolio: an investment of 1000$, since January 1986, now would be worth 36647.08$, with a total return of 3564.71% (10.10% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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Gretchen Tai Portfolio
Stocks/Bonds 60/40 Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-41.80% Nov 2007 Feb 2009
-32.52% Nov 2007 Feb 2009
-24.21% Nov 2021 Sep 2022
-23.59% Jan 2022 Sep 2022
-22.92% Apr 2000 Sep 2002
-21.14% Sep 2000 Sep 2002
-16.24% Jan 2020 Mar 2020
-14.25% May 2011 Sep 2011
-12.86% May 1998 Aug 1998
-10.73% Feb 2020 Mar 2020
-10.37% Feb 2018 Dec 2018
-10.09% May 2015 Feb 2016
-9.29% Oct 2018 Dec 2018
-7.14% May 2011 Sep 2011
-7.04% Feb 1994 Mar 1994
-6.78% Aug 1998 Aug 1998
-6.35% Feb 1994 Jun 1994
-5.20% Sep 2020 Oct 2020
-4.61% Aug 2015 Sep 2015
-4.43% Aug 1997 Aug 1997

Drawdown comparison chart since January 1986.

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Gretchen Tai Portfolio
Stocks/Bonds 60/40 Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-41.80% Nov 2007 Feb 2009
-32.52% Nov 2007 Feb 2009
-24.21% Nov 2021 Sep 2022
-23.59% Jan 2022 Sep 2022
-22.92% Apr 2000 Sep 2002
-21.14% Sep 2000 Sep 2002
-20.08% Sep 1987 Nov 1987
-17.50% Sep 1987 Nov 1987
-16.24% Jan 2020 Mar 2020
-16.12% Jan 1990 Sep 1990
-14.25% May 2011 Sep 2011
-12.86% May 1998 Aug 1998
-10.73% Feb 2020 Mar 2020
-10.37% Feb 2018 Dec 2018
-10.09% May 2015 Feb 2016
-9.29% Oct 2018 Dec 2018
-7.66% Aug 1990 Sep 1990
-7.14% May 2011 Sep 2011
-7.04% Feb 1994 Mar 1994
-6.78% Aug 1998 Aug 1998

Yearly Returns

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

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Year Gretchen Tai Portfolio Stocks/Bonds 60/40 Momentum Portfolio
2023
 +4.75% -2.99%
2022
 -17.30% -16.20%
2021
 +12.15% +7.27%
2020
 +12.24% +20.99%
2019
 +20.82% +19.89%
2018
 -7.59% -1.04%
2017
 +18.32% +23.93%
2016
 +7.93% +4.01%
2015
 -2.21% +5.58%
2014
 +4.44% +11.10%
2013
 +14.58% +19.91%
2012
 +14.85% +10.22%
2011
 -1.45% +6.73%
2010
 +12.51% +13.29%
2009
 +26.58% +11.92%
2008
 -27.67% -21.83%
2007
 +9.39% +13.35%
2006
 +17.39% +8.04%
2005
 +10.26% +12.44%
2004
 +15.60% +11.72%
2003
 +29.40% +17.18%
2002
 -7.43% -4.07%
2001
 -6.29% -7.04%
2000
 -4.67% -1.21%
1999
 +22.01% +23.95%
1998
 +10.02% +32.69%
1997
 +11.39% +25.89%
1996
 +10.62% +19.33%
1995
 +17.98% +32.67%
1994
 -0.51% -1.72%
1993
 +26.87% +11.81%
1992
 +0.50% +5.45%
1991
 +30.31% +28.24%
1990
 -8.54% +4.36%
1989
 +25.15% +31.11%
1988
 +19.39% +7.18%
1987
 +4.96% +2.02%
1986
 +29.74% +19.66%