Gyroscopic Investing Desert 2x Leveraged vs Betterment Robo Advisor 90 Portfolio Comparison

Period: March 2010 - November 2024 (~15 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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Gyroscopic Investing Desert 2x Leveraged Portfolio
1.00$
Initial Capital
December 2014
2.00$
Final Capital
November 2024
7.18%
Yearly Return
13.68
Std Deviation
-34.04%
Max Drawdown
35months
Recovery Period
Betterment Robo Advisor 90 Portfolio
1.00$
Initial Capital
December 2014
2.18$
Final Capital
November 2024
8.10%
Yearly Return
13.87
Std Deviation
-23.36%
Max Drawdown
26months
Recovery Period
Gyroscopic Investing Desert 2x Leveraged Portfolio
1.00$
Initial Capital
March 2010
4.22$
Final Capital
November 2024
10.25%
Yearly Return
12.40
Std Deviation
-34.04%
Max Drawdown
35months
Recovery Period
Betterment Robo Advisor 90 Portfolio
1.00$
Initial Capital
March 2010
3.66$
Final Capital
November 2024
9.20%
Yearly Return
13.78
Std Deviation
-23.36%
Max Drawdown
26months
Recovery Period

The Gyroscopic Investing Desert 2x Leveraged Portfolio obtained a 7.18% compound annual return, with a 13.68% standard deviation, in the last 10 Years.

The Betterment Robo Advisor 90 Portfolio obtained a 8.10% compound annual return, with a 13.87% standard deviation, in the last 10 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 March 2010 - 30 November 2024 (~15 years)
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Return (%) as of Nov 30, 2024
YTD
(11M)
1M 6M 1Y 5Y 10Y MAX
(~15Y)
Desert Portfolio 2x Leveraged
Gyroscopic Investing
19.16 3.72 15.41 27.87 5.85 7.18 10.25
Robo Advisor 90
Betterment
16.25 3.52 9.40 22.57 9.14 8.10 9.20
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

Gyroscopic Investing Desert 2x Leveraged Portfolio: an investment of 1$, since December 2014, now would be worth 2.00$, with a total return of 99.97% (7.18% annualized).

Betterment Robo Advisor 90 Portfolio: an investment of 1$, since December 2014, now would be worth 2.18$, with a total return of 117.92% (8.10% annualized).


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Gyroscopic Investing Desert 2x Leveraged Portfolio: an investment of 1$, since March 2010, now would be worth 4.22$, with a total return of 321.80% (10.25% annualized).

Betterment Robo Advisor 90 Portfolio: an investment of 1$, since March 2010, now would be worth 3.66$, with a total return of 266.45% (9.20% annualized).


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Metrics as of Nov 30, 2024

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

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 March 2010 - 30 November 2024 (~15 years)
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Desert Portfolio 2x Leveraged Robo Advisor 90
Author Gyroscopic Investing Betterment
ASSET ALLOCATION
Stocks 30% 90.1%
Fixed Income 60% 9.9%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 27.87 22.57
Infl. Adjusted Return (%) 24.86 19.69
DRAWDOWN
Deepest Drawdown Depth (%) -6.01 -3.41
Start to Recovery (months) 3 2
Longest Drawdown Depth (%) -6.01 -0.94
Start to Recovery (months) 3 2
Longest Negative Period (months) 4 2
RISK INDICATORS
Standard Deviation (%) 12.65 8.95
Sharpe Ratio 1.79 1.94
Sortino Ratio 2.19 2.42
Ulcer Index 1.96 1.18
Ratio: Return / Standard Deviation 2.20 2.52
Ratio: Return / Deepest Drawdown 4.64 6.62
Metrics calculated over the period 1 December 2023 - 30 November 2024
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Desert Portfolio 2x Leveraged Robo Advisor 90
Author Gyroscopic Investing Betterment
ASSET ALLOCATION
Stocks 30% 90.1%
Fixed Income 60% 9.9%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 5.85 9.14
Infl. Adjusted Return (%) 1.67 4.83
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -23.36
Start to Recovery (months) 35* 26
Longest Drawdown Depth (%) -34.04 -23.36
Start to Recovery (months) 35* 26
Longest Negative Period (months) 47 33
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 17.10 16.40
Sharpe Ratio 0.21 0.42
Sortino Ratio 0.28 0.55
Ulcer Index 16.59 8.50
Ratio: Return / Standard Deviation 0.34 0.56
Ratio: Return / Deepest Drawdown 0.17 0.39
Metrics calculated over the period 1 December 2019 - 30 November 2024
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Desert Portfolio 2x Leveraged Robo Advisor 90
Author Gyroscopic Investing Betterment
ASSET ALLOCATION
Stocks 30% 90.1%
Fixed Income 60% 9.9%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 7.18 8.10
Infl. Adjusted Return (%) 4.15 5.05
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -23.36
Start to Recovery (months) 35* 26
Longest Drawdown Depth (%) -34.04 -23.36
Start to Recovery (months) 35* 26
Longest Negative Period (months) 52 35
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 13.68 13.87
Sharpe Ratio 0.41 0.47
Sortino Ratio 0.55 0.63
Ulcer Index 12.07 6.82
Ratio: Return / Standard Deviation 0.52 0.58
Ratio: Return / Deepest Drawdown 0.21 0.35
Metrics calculated over the period 1 December 2014 - 30 November 2024
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Desert Portfolio 2x Leveraged Robo Advisor 90
Author Gyroscopic Investing Betterment
ASSET ALLOCATION
Stocks 30% 90.1%
Fixed Income 60% 9.9%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 10.25 9.20
Infl. Adjusted Return (%) 7.50 6.48
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -23.36
Start to Recovery (months) 35* 26
Longest Drawdown Depth (%) -34.04 -23.36
Start to Recovery (months) 35* 26
Longest Negative Period (months) 52 35
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.40 13.78
Sharpe Ratio 0.74 0.59
Sortino Ratio 0.99 0.79
Ulcer Index 10.01 6.34
Ratio: Return / Standard Deviation 0.83 0.67
Ratio: Return / Deepest Drawdown 0.30 0.39
Metrics calculated over the period 1 March 2010 - 30 November 2024

Drawdowns

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

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Desert Portfolio 2x Leveraged Robo Advisor 90
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-34.04 35* Jan 2022
In progress
-23.36 26 Jan 2022
Feb 2024
-22.15 11 Jan 2020
Nov 2020
-13.38 21 Feb 2018
Oct 2019
-12.25 16 May 2015
Aug 2016
-10.03 12 Aug 2016
Jul 2017
-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
-3.61 3 Feb 2020
Apr 2020
-3.56 2 Sep 2021
Oct 2021
-3.41 2 Apr 2024
May 2024
-2.67 2 Nov 2021
Dec 2021

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Desert Portfolio 2x Leveraged Robo Advisor 90
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-34.04 35* Jan 2022
In progress
-23.36 26 Jan 2022
Feb 2024
-22.15 11 Jan 2020
Nov 2020
-19.34 20 May 2011
Dec 2012
-13.38 21 Feb 2018
Oct 2019
-12.25 16 May 2015
Aug 2016
-11.55 5 May 2010
Sep 2010
-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
-4.04 2 Jan 2014
Feb 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 November 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 Robo Advisor 90
Year Return Drawdown Return Drawdown
2024
19.16% -6.01% 16.25% -3.41%
2023
15.63% -13.22% 16.66% -9.98%
2022
-30.56% -34.04% -15.33% -23.36%
2021
12.18% -5.79% 16.04% -3.56%
2020
21.66% -6.04% 12.42% -22.15%
2019
30.15% -1.15% 23.85% -5.81%
2018
-5.84% -7.55% -9.42% -13.38%
2017
17.48% -1.28% 21.88% 0.00%
2016
7.95% -10.03% 10.80% -5.43%
2015
-1.47% -6.85% -2.80% -10.67%
2014
17.56% -3.41% 4.90% -4.04%
2013
8.45% -8.09% 22.35% -2.54%
2012
14.13% -2.65% 16.43% -8.60%
2011
18.75% -3.56% -4.58% -19.34%