Gyroscopic Investing Desert 2x Leveraged vs Stocks/Bonds 60/40 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
Stocks/Bonds 60/40 with Bitcoin Portfolio
1.00$
Initial Capital
October 2014
3.09$
Final Capital
September 2024
11.95%
Yearly Return
11.28
Std Deviation
-21.46%
Max Drawdown
26 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
Stocks/Bonds 60/40 with Bitcoin Portfolio
1.00$
Initial Capital
March 2010
14.28$
Final Capital
September 2024
20.00%
Yearly Return
34.45
Std Deviation
-42.67%
Max Drawdown
28 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 Stocks/Bonds 60/40 with Bitcoin Portfolio obtained a 11.95% compound annual return, with a 11.28% 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
Stocks/Bonds 60/40 with Bitcoin 14.93 1.91 7.44 28.18 10.89 11.95 20.00
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).

Stocks/Bonds 60/40 with Bitcoin Portfolio: an investment of 1$, since October 2014, now would be worth 3.09$, with a total return of 209.28% (11.95% 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).

Stocks/Bonds 60/40 with Bitcoin Portfolio: an investment of 1$, since March 2010, now would be worth 14.28$, with a total return of 1328.23% (20.00% 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 Stocks/Bonds 60/40 with Bitcoin
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 59%
Fixed Income 60% 39%
Commodities 10% 2%
PERFORMANCES
Annualized Return (%) 38.17 28.18
Infl. Adjusted Return (%) 35.16 25.39
DRAWDOWN
Deepest Drawdown Depth (%) -6.01 -3.98
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -6.01 -3.98
Start to Recovery (months) 3 3
Longest Negative Period (months) 4 2
RISK INDICATORS
Standard Deviation (%) 15.15 9.77
Sharpe Ratio 2.17 2.34
Sortino Ratio 2.92 3.17
Ulcer Index 1.88 1.16
Ratio: Return / Standard Deviation 2.52 2.88
Ratio: Return / Deepest Drawdown 6.35 7.08
Metrics calculated over the period 1 October 2023 - 30 September 2024
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Desert Portfolio 2x Leveraged Stocks/Bonds 60/40 with Bitcoin
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 59%
Fixed Income 60% 39%
Commodities 10% 2%
PERFORMANCES
Annualized Return (%) 6.37 10.89
Infl. Adjusted Return (%) 2.14 6.48
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -21.46
Start to Recovery (months) 33* 26
Longest Drawdown Depth (%) -34.04 -21.46
Start to Recovery (months) 33* 26
Longest Negative Period (months) 49 32
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 16.96 13.30
Sharpe Ratio 0.25 0.66
Sortino Ratio 0.33 0.87
Ulcer Index 16.55 8.08
Ratio: Return / Standard Deviation 0.38 0.82
Ratio: Return / Deepest Drawdown 0.19 0.51
Metrics calculated over the period 1 October 2019 - 30 September 2024
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Desert Portfolio 2x Leveraged Stocks/Bonds 60/40 with Bitcoin
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 59%
Fixed Income 60% 39%
Commodities 10% 2%
PERFORMANCES
Annualized Return (%) 7.76 11.95
Infl. Adjusted Return (%) 4.79 8.86
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -21.46
Start to Recovery (months) 33* 26
Longest Drawdown Depth (%) -34.04 -21.46
Start to Recovery (months) 33* 26
Longest Negative Period (months) 52 32
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 13.62 11.28
Sharpe Ratio 0.46 0.93
Sortino Ratio 0.62 1.26
Ulcer Index 12.04 5.93
Ratio: Return / Standard Deviation 0.57 1.06
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 Stocks/Bonds 60/40 with Bitcoin
Author Gyroscopic Investing
ASSET ALLOCATION
Stocks 30% 59%
Fixed Income 60% 39%
Commodities 10% 2%
PERFORMANCES
Annualized Return (%) 10.36 20.00
Infl. Adjusted Return (%) 7.60 17.01
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -42.67
Start to Recovery (months) 33* 28
Longest Drawdown Depth (%) -34.04 -22.56
Start to Recovery (months) 33* 41
Longest Negative Period (months) 52 40
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.39 34.45
Sharpe Ratio 0.75 0.55
Sortino Ratio 1.01 1.39
Ulcer Index 10.05 13.74
Ratio: Return / Standard Deviation 0.84 0.58
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 Stocks/Bonds 60/40 with Bitcoin
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 33* Jan 2022
In progress
-21.46 26 Jan 2022
Feb 2024
-12.82 6 Feb 2020
Jul 2020
-10.03 12 Aug 2016
Jul 2017
-8.77 8 Sep 2018
Apr 2019
-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
-5.37 4 Aug 2015
Nov 2015
-5.23 4 Jan 2021
Apr 2021
-4.17 4 Dec 2015
Mar 2016
-4.02 6 Feb 2018
Jul 2018
-3.98 3 Apr 2024
Jun 2024
-3.61 3 Feb 2020
Apr 2020

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Desert Portfolio 2x Leveraged Stocks/Bonds 60/40 with Bitcoin
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-42.67 28 Jul 2011
Oct 2013
-34.04 33* Jan 2022
In progress
-22.56 41 Dec 2013
Apr 2017
-21.46 26 Jan 2022
Feb 2024
-12.82 6 Feb 2020
Jul 2020
-10.03 12 Aug 2016
Jul 2017
-8.77 8 Sep 2018
Apr 2019
-8.09 6 May 2013
Oct 2013
-7.55 14 Feb 2018
Mar 2019
-7.09 6 May 2010
Oct 2010
-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
-4.02 6 Feb 2018
Jul 2018

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 Stocks/Bonds 60/40 with Bitcoin
Year Return Drawdown Return Drawdown
2024
 18.92% -6.01% 14.93% -3.98%
2023
 15.63% -13.22% 20.59% -6.68%
2022
 -30.56% -34.04% -17.91% -21.46%
2021
 12.18% -5.79% 15.61% -3.36%
2020
 21.66% -6.04% 21.48% -12.82%
2019
 30.15% -1.15% 23.38% -1.82%
2018
 -5.84% -7.55% -4.59% -8.77%
2017
 17.48% -1.28% 41.28% -0.20%
2016
 7.95% -10.03% 11.03% -3.20%
2015
 -1.47% -6.85% 1.12% -5.37%
2014
 17.56% -3.41% 8.54% -1.81%
2013
 8.45% -8.09% 142.67% -21.78%
2012
 14.13% -2.65% 14.56% -3.39%
2011
 18.75% -3.56% 33.12% -42.67%