Gyroscopic Investing Desert 2x Leveraged vs Harry Browne Permanent with Bitcoin Portfolio Comparison

Period: March 2010 - September 2024 (~15 years)
Consolidated Returns as of 30 September 2024
Rebalancing: at every Jan 1st
Currency: USD
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Gyroscopic Investing Desert 2x Leveraged Portfolio
1.00$
Initial Capital
October 2014
2.11$
Final Capital
September 2024
7.76%
Yearly Return
13.62
Std Deviation
-34.04%
Max Drawdown
33 months
Recovery Period
Harry Browne Permanent with Bitcoin Portfolio
1.00$
Initial Capital
October 2014
2.47$
Final Capital
September 2024
9.46%
Yearly Return
8.48
Std Deviation
-16.89%
Max Drawdown
27 months
Recovery Period
Gyroscopic Investing Desert 2x Leveraged Portfolio
1.00$
Initial Capital
March 2010
4.21$
Final Capital
September 2024
10.36%
Yearly Return
12.39
Std Deviation
-34.04%
Max Drawdown
33 months
Recovery Period
Harry Browne Permanent with Bitcoin Portfolio
1.00$
Initial Capital
March 2010
10.58$
Final Capital
September 2024
17.56%
Yearly Return
36.34
Std Deviation
-37.49%
Max Drawdown
29 months
Recovery Period

The Gyroscopic Investing Desert 2x Leveraged Portfolio obtained a 7.76% compound annual return, with a 13.62% standard deviation, in the last 10 Years.

The Harry Browne Permanent with Bitcoin Portfolio obtained a 9.46% compound annual return, with a 8.48% standard deviation, in the last 10 Years.

Returns as of Sep 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 March 2010 - 30 September 2024 (~15 years)
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Return (%) as of Sep 30, 2024
YTD
(9M) 		1M 6M 1Y 5Y 10Y MAX
(~15Y)
Desert Portfolio 2x Leveraged
Gyroscopic Investing 		18.92 3.55 13.69 38.17 6.37 7.76 10.36
Permanent Portfolio with Bitcoin
Harry Browne 		13.84 2.55 8.41 26.22 7.86 9.46 17.56
Return over 1 year are annualized.

Capital Growth as of Sep 30, 2024

Gyroscopic Investing Desert 2x Leveraged Portfolio: an investment of 1$, since October 2014, now would be worth 2.11$, with a total return of 111.21% (7.76% annualized).

Harry Browne Permanent with Bitcoin Portfolio: an investment of 1$, since October 2014, now would be worth 2.47$, with a total return of 147.01% (9.46% annualized).


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Gyroscopic Investing Desert 2x Leveraged Portfolio: an investment of 1$, since March 2010, now would be worth 4.21$, with a total return of 320.95% (10.36% annualized).

Harry Browne Permanent with Bitcoin Portfolio: an investment of 1$, since March 2010, now would be worth 10.58$, with a total return of 958.47% (17.56% annualized).


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Metrics as of Sep 30, 2024

The following metrics, updated as of 30 September 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 October 2023 - 30 September 2024 (1 year)
Period: 1 October 2019 - 30 September 2024 (5 years)
Period: 1 October 2014 - 30 September 2024 (10 years)
Period: 1 March 2010 - 30 September 2024 (~15 years)
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Desert Portfolio 2x Leveraged Permanent Portfolio with Bitcoin
Author Gyroscopic Investing Harry Browne
ASSET ALLOCATION
Stocks 30% 25%
Fixed Income 60% 50%
Commodities 10% 25%
PERFORMANCES
Annualized Return (%) 38.17 26.22
Infl. Adjusted Return (%) 35.16 23.48
DRAWDOWN
Deepest Drawdown Depth (%) -6.01 -2.29
Start to Recovery (months) 3 2
Longest Drawdown Depth (%) -6.01 -0.49
Start to Recovery (months) 3 2
Longest Negative Period (months) 4 1
RISK INDICATORS
Standard Deviation (%) 15.15 7.01
Sharpe Ratio 2.17 2.98
Sortino Ratio 2.92 4.01
Ulcer Index 1.88 0.65
Ratio: Return / Standard Deviation 2.52 3.74
Ratio: Return / Deepest Drawdown 6.35 11.45
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Desert Portfolio 2x Leveraged Permanent Portfolio with Bitcoin
Author Gyroscopic Investing Harry Browne
ASSET ALLOCATION
Stocks 30% 25%
Fixed Income 60% 50%
Commodities 10% 25%
PERFORMANCES
Annualized Return (%) 6.37 7.86
Infl. Adjusted Return (%) 2.14 3.57
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -16.89
Start to Recovery (months) 33* 27
Longest Drawdown Depth (%) -34.04 -16.89
Start to Recovery (months) 33* 27
Longest Negative Period (months) 49 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 16.96 9.24
Sharpe Ratio 0.25 0.61
Sortino Ratio 0.33 0.88
Ulcer Index 16.55 6.18
Ratio: Return / Standard Deviation 0.38 0.85
Ratio: Return / Deepest Drawdown 0.19 0.47
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Desert Portfolio 2x Leveraged Permanent Portfolio with Bitcoin
Author Gyroscopic Investing Harry Browne
ASSET ALLOCATION
Stocks 30% 25%
Fixed Income 60% 50%
Commodities 10% 25%
PERFORMANCES
Annualized Return (%) 7.76 9.46
Infl. Adjusted Return (%) 4.79 6.44
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -16.89
Start to Recovery (months) 33* 27
Longest Drawdown Depth (%) -34.04 -16.89
Start to Recovery (months) 33* 27
Longest Negative Period (months) 52 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 13.62 8.48
Sharpe Ratio 0.46 0.94
Sortino Ratio 0.62 1.41
Ulcer Index 12.04 4.76
Ratio: Return / Standard Deviation 0.57 1.12
Ratio: Return / Deepest Drawdown 0.23 0.56
Metrics calculated over the period 1 October 2014 - 30 September 2024
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Desert Portfolio 2x Leveraged Permanent Portfolio with Bitcoin
Author Gyroscopic Investing Harry Browne
ASSET ALLOCATION
Stocks 30% 25%
Fixed Income 60% 50%
Commodities 10% 25%
PERFORMANCES
Annualized Return (%) 10.36 17.56
Infl. Adjusted Return (%) 7.60 14.63
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -37.49
Start to Recovery (months) 33* 29
Longest Drawdown Depth (%) -34.04 -23.85
Start to Recovery (months) 33* 45
Longest Negative Period (months) 52 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.39 36.34
Sharpe Ratio 0.75 0.46
Sortino Ratio 1.01 1.37
Ulcer Index 10.05 13.49
Ratio: Return / Standard Deviation 0.84 0.48
Ratio: Return / Deepest Drawdown 0.30 0.47
Metrics calculated over the period 1 March 2010 - 30 September 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 October 2014 - 30 September 2024 (10 years)
Period: 1 March 2010 - 30 September 2024 (~15 years)

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Desert Portfolio 2x Leveraged Permanent Portfolio with Bitcoin
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 33* Jan 2022
In progress
-16.89 27 Jan 2022
Mar 2024
-10.03 12 Aug 2016
Jul 2017
-7.55 14 Feb 2018
Mar 2019
-6.85 14 Feb 2015
Mar 2016
-6.28 14 Feb 2015
Mar 2016
-6.08 9 Aug 2016
Apr 2017
-6.04 4 Sep 2020
Dec 2020
-5.79 4 Sep 2021
Dec 2021
-5.23 4 Jan 2021
Apr 2021
-4.63 14 Feb 2018
Mar 2019
-3.61 3 Feb 2020
Apr 2020
-2.86 2 Sep 2021
Oct 2021
-2.67 3 Sep 2020
Nov 2020
-2.61 4 Jan 2021
Apr 2021

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Desert Portfolio 2x Leveraged Permanent Portfolio with Bitcoin
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-37.49 29 Jul 2011
Nov 2013
-34.04 33* Jan 2022
In progress
-23.85 45 Dec 2013
Aug 2017
-16.89 27 Jan 2022
Mar 2024
-10.03 12 Aug 2016
Jul 2017
-8.09 6 May 2013
Oct 2013
-7.55 14 Feb 2018
Mar 2019
-6.85 14 Feb 2015
Mar 2016
-6.04 4 Sep 2020
Dec 2020
-5.79 4 Sep 2021
Dec 2021
-5.23 4 Jan 2021
Apr 2021
-4.63 14 Feb 2018
Mar 2019
-3.61 3 Feb 2020
Apr 2020
-3.56 2 Sep 2011
Oct 2011
-3.41 3 Sep 2014
Nov 2014

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 March 2010 - 30 September 2024 (~15 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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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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Desert Portfolio 2x Leveraged Permanent Portfolio with Bitcoin
Year Return Drawdown Return Drawdown
2024
 18.92% -6.01% 13.84% -2.29%
2023
 15.63% -13.22% 14.40% -5.74%
2022
 -30.56% -34.04% -13.80% -16.89%
2021
 12.18% -5.79% 5.48% -2.86%
2020
 21.66% -6.04% 21.66% -2.67%
2019
 30.15% -1.15% 17.66% -1.61%
2018
 -5.84% -7.55% -3.19% -4.63%
2017
 17.48% -1.28% 38.10% -1.36%
2016
 7.95% -10.03% 7.85% -6.08%
2015
 -1.47% -6.85% -2.15% -6.28%
2014
 17.56% -3.41% 8.31% -2.83%
2013
 8.45% -8.09% 122.23% -23.85%
2012
 14.13% -2.65% 9.90% -1.72%
2011
 18.75% -3.56% 40.38% -37.49%