Gyroscopic Investing Desert Portfolio vs Marvin Appel One-Decision Portfolio Portfolio Comparison

Simulation Settings
Period: January 1928 - April 2025 (~97 years)
Consolidated Returns as of 30 April 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1928)
Inflation Adjusted:
Gyroscopic Investing Desert Portfolio
1.00$
Initial Capital
May 1995
7.32$
Final Capital
April 2025
6.86%
Yearly Return
5.50%
Std Deviation
-14.72%
Max Drawdown
27months
Recovery Period
1.00$
Initial Capital
May 1995
3.48$
Final Capital
April 2025
4.24%
Yearly Return
5.50%
Std Deviation
-21.07%
Max Drawdown
44months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1928
717.00$
Final Capital
April 2025
6.99%
Yearly Return
6.73%
Std Deviation
-33.15%
Max Drawdown
48months
Recovery Period
1.00$
Initial Capital
January 1928
38.82$
Final Capital
April 2025
3.83%
Yearly Return
6.73%
Std Deviation
-26.37%
Max Drawdown
104months
Recovery Period
Marvin Appel One-Decision Portfolio
1.00$
Initial Capital
May 1995
7.82$
Final Capital
April 2025
7.09%
Yearly Return
8.51%
Std Deviation
-31.96%
Max Drawdown
41months
Recovery Period
1.00$
Initial Capital
May 1995
3.71$
Final Capital
April 2025
4.47%
Yearly Return
8.51%
Std Deviation
-33.86%
Max Drawdown
47months
Recovery Period
1.00$
Initial Capital
January 1928
890.39$
Final Capital
April 2025
7.23%
Yearly Return
9.38%
Std Deviation
-47.77%
Max Drawdown
83months
Recovery Period
1.00$
Initial Capital
January 1928
48.20$
Final Capital
April 2025
4.06%
Yearly Return
9.38%
Std Deviation
-34.04%
Max Drawdown
45months
Recovery Period

As of April 2025, in the previous 30 Years, the Gyroscopic Investing Desert Portfolio obtained a 6.86% compound annual return, with a 5.50% standard deviation. It suffered a maximum drawdown of -14.72% that required 27 months to be recovered.

As of April 2025, in the previous 30 Years, the Marvin Appel One-Decision Portfolio obtained a 7.09% compound annual return, with a 8.51% standard deviation. It suffered a maximum drawdown of -31.96% that required 41 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Gyroscopic Investing Desert Portfolio
Weight
(%)		 Ticker Name
30.00
VTI
Vanguard Total Stock Market
60.00
IEI
iShares 3-7 Year Treasury Bond
10.00
GLD
SPDR Gold Trust
Marvin Appel One-Decision Portfolio
Weight
(%)		 Ticker Name
20.00
SPY
SPDR S&P 500
20.00
VNQ
Vanguard Real Estate
10.00
IJS
iShares S&P Small-Cap 600 Value
30.00
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
20.00
LQD
iShares Investment Grade Corporate Bond
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Portfolio Returns as of Apr 30, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
RETURN COMPARISON
Period: 1 January 1928 - 30 April 2025 (~97 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~97Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_gyroscopic_investing.webp Desert Portfolio
Gyroscopic Investing 		3.40 1.24 3.88 13.30 5.82 5.58 6.86 6.99
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_marvin_appel.webp One-Decision Portfolio
Marvin Appel 		-1.65 -1.15 -1.45 8.32 6.71 5.46 7.09 7.23
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

Gyroscopic Investing Desert Portfolio: an investment of 1$, since May 1995, now would be worth 7.32$, with a total return of 632.26% (6.86% annualized).

Marvin Appel One-Decision Portfolio: an investment of 1$, since May 1995, now would be worth 7.82$, with a total return of 681.72% (7.09% annualized).


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Gyroscopic Investing Desert Portfolio: an investment of 1$, since January 1928, now would be worth 717.00$, with a total return of 71599.51% (6.99% annualized).

Marvin Appel One-Decision Portfolio: an investment of 1$, since January 1928, now would be worth 890.39$, with a total return of 88939.21% (7.23% annualized).


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Portfolio Metrics as of Apr 30, 2025

The following metrics, updated as of 30 April 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 May 2024 - 30 April 2025 (1 year)
Period: 1 May 2020 - 30 April 2025 (5 years)
Period: 1 May 2015 - 30 April 2025 (10 years)
Period: 1 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1928 - 30 April 2025 (~97 years)
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Desert Portfolio One-Decision Portfolio
Author Gyroscopic Investing Marvin Appel
ASSET ALLOCATION
Stocks 30% 50%
Fixed Income 60% 50%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 13.30 8.32
Infl. Adjusted Return (%) 10.99 6.12
DRAWDOWN
Deepest Drawdown Depth (%) -1.63 -4.94
Start to Recovery (months) 2 5*
Longest Drawdown Depth (%) -0.95 -4.94
Start to Recovery (months) 2 5*
Longest Negative Period (months) 3 8*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 4.49 7.63
Sharpe Ratio 1.89 0.46
Sortino Ratio 2.31 0.61
Ulcer Index 0.53 2.15
Ratio: Return / Standard Deviation 2.96 1.09
Ratio: Return / Deepest Drawdown 8.14 1.68
Metrics calculated over the period 1 May 2024 - 30 April 2025
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Desert Portfolio One-Decision Portfolio
Author Gyroscopic Investing Marvin Appel
ASSET ALLOCATION
Stocks 30% 50%
Fixed Income 60% 50%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 5.82 6.71
Infl. Adjusted Return (%) 1.23 2.08
DRAWDOWN
Deepest Drawdown Depth (%) -14.72 -16.74
Start to Recovery (months) 27 31
Longest Drawdown Depth (%) -14.72 -16.74
Start to Recovery (months) 27 31
Longest Negative Period (months) 38 32
RISK INDICATORS
Standard Deviation (%) 7.18 10.03
Sharpe Ratio 0.46 0.42
Sortino Ratio 0.61 0.57
Ulcer Index 5.30 6.34
Ratio: Return / Standard Deviation 0.81 0.67
Ratio: Return / Deepest Drawdown 0.39 0.40
Metrics calculated over the period 1 May 2020 - 30 April 2025
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Desert Portfolio One-Decision Portfolio
Author Gyroscopic Investing Marvin Appel
ASSET ALLOCATION
Stocks 30% 50%
Fixed Income 60% 50%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 5.58 5.46
Infl. Adjusted Return (%) 2.43 2.32
DRAWDOWN
Deepest Drawdown Depth (%) -14.72 -16.74
Start to Recovery (months) 27 31
Longest Drawdown Depth (%) -14.72 -16.74
Start to Recovery (months) 27 31
Longest Negative Period (months) 38 32
RISK INDICATORS
Standard Deviation (%) 5.95 9.18
Sharpe Ratio 0.64 0.40
Sortino Ratio 0.88 0.54
Ulcer Index 3.86 4.92
Ratio: Return / Standard Deviation 0.94 0.59
Ratio: Return / Deepest Drawdown 0.38 0.33
Metrics calculated over the period 1 May 2015 - 30 April 2025
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Desert Portfolio One-Decision Portfolio
Author Gyroscopic Investing Marvin Appel
ASSET ALLOCATION
Stocks 30% 50%
Fixed Income 60% 50%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 6.86 7.09
Infl. Adjusted Return (%) 4.24 4.47
DRAWDOWN
Deepest Drawdown Depth (%) -14.72 -31.96
Start to Recovery (months) 27 41
Longest Drawdown Depth (%) -14.72 -31.96
Start to Recovery (months) 27 41
Longest Negative Period (months) 38 64
RISK INDICATORS
Standard Deviation (%) 5.50 8.51
Sharpe Ratio 0.83 0.57
Sortino Ratio 1.13 0.73
Ulcer Index 2.63 5.55
Ratio: Return / Standard Deviation 1.25 0.83
Ratio: Return / Deepest Drawdown 0.47 0.22
Metrics calculated over the period 1 May 1995 - 30 April 2025
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Desert Portfolio One-Decision Portfolio
Author Gyroscopic Investing Marvin Appel
ASSET ALLOCATION
Stocks 30% 50%
Fixed Income 60% 50%
Commodities 10% 0%
PERFORMANCES
Annualized Return (%) 6.99 7.23
Infl. Adjusted Return (%) 3.83 4.06
DRAWDOWN
Deepest Drawdown Depth (%) -33.15 -47.77
Start to Recovery (months) 48 83
Longest Drawdown Depth (%) -33.15 -47.77
Start to Recovery (months) 48 83
Longest Negative Period (months) 66 154
RISK INDICATORS
Standard Deviation (%) 6.73 9.38
Sharpe Ratio 0.54 0.41
Sortino Ratio 0.77 0.57
Ulcer Index 4.30 7.69
Ratio: Return / Standard Deviation 1.04 0.77
Ratio: Return / Deepest Drawdown 0.21 0.15
Metrics calculated over the period 1 January 1928 - 30 April 2025
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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DRAWDOWN COMPARISON
Period: 1 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1928 - 30 April 2025 (~97 years)

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Desert Portfolio One-Decision Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-31.96 41 Jun 2007
Oct 2010
-16.74 31 Jan 2022
Jul 2024
-14.72 27 Jan 2022
Mar 2024
-13.04 10 Feb 2020
Nov 2020
-10.15 19 Mar 2008
Sep 2009
-8.52 8 Jun 2011
Jan 2012
-8.13 6 Jul 1998
Dec 1998
-7.23 14 Apr 2002
May 2003
-6.99 7 Sep 2018
Mar 2019
-4.94 5* Dec 2024
In progress
-4.76 12 Apr 2015
Mar 2016
-4.65 5 Apr 2004
Aug 2004
-4.42 3 Jul 1998
Sep 1998
-3.94 13 Feb 2001
Feb 2002
-3.58 5 Aug 2001
Dec 2001

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Desert Portfolio One-Decision Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-47.77 83 Sep 1929
Jul 1936
-33.15 48 Sep 1929
Aug 1933
-31.96 41 Jun 2007
Oct 2010
-23.43 66 Aug 1937
Jan 1943
-18.44 31 Dec 1972
Jun 1975
-16.74 31 Jan 2022
Jul 2024
-16.03 34 Mar 1937
Dec 1939
-14.72 27 Jan 2022
Mar 2024
-13.04 10 Feb 2020
Nov 2020
-12.38 13 Sep 1987
Sep 1988
-11.08 19 May 1969
Nov 1970
-10.61 11 Mar 1974
Jan 1975
-10.40 24 Dec 1968
Nov 1970
-10.15 19 Mar 2008
Sep 2009
-9.99 4 Feb 1980
May 1980

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
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1928 - 30 April 2025 (~97 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 One-Decision Portfolio
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 3.40 -0.40 -1.65 -3.37
2024
 10.90 -2.08 8.40 -3.55
2023
 11.64 -4.01 12.43 -7.22
2022
 -11.64 -14.72 -13.18 -16.74
2021
 5.76 -2.29 16.51 -2.73
2020
 12.96 -3.56 5.32 -13.04
2019
 14.41 -0.95 18.51 -2.02
2018
 -0.94 -2.77 -3.64 -6.99
2017
 8.38 -0.12 8.07 -0.59
2016
 5.39 -2.63 8.52 -3.21
2015
 0.02 -2.57 -0.25 -4.76
2014
 5.45 -1.59 11.14 -2.54
2013
 6.10 -2.64 10.43 -2.72
2012
 6.70 -2.16 10.65 -2.81
2011
 6.23 -3.24 3.87 -8.52
2010
 11.95 -1.56 13.01 -6.14
2009
 10.05 -5.76 15.30 -14.35
2008
 -2.92 -8.78 -16.74 -22.59
2007
 10.64 -0.86 -0.68 -5.17
2006
 8.85 -1.61 14.45 -1.98
2005
 5.06 -1.48 5.08 -2.36
2004
 6.34 -3.44 12.05 -4.65
2003
 12.64 -1.46 18.87 -1.57
2002
 4.90 -2.20 -2.42 -7.23
2001
 1.31 -3.94 4.32 -3.58
2000
 4.70 -2.78 9.42 -2.13
1999
 5.12 -2.91 4.70 -3.16
1998
 13.26 -4.42 5.32 -8.13
1997
 12.53 -2.44 17.36 -1.24
1996
 6.98 -2.04 15.52 -1.31
1995
 23.10 0.00 19.02 -0.66
1994
 -2.86 -5.63 -1.28 -5.02
1993
 11.81 -1.14 11.41 -1.82
1992
 6.83 -2.19 9.68 -0.89
1991
 18.44 -1.44 23.01 -1.99
1990
 3.54 -3.71 -1.89 -7.50
1989
 16.86 -1.08 15.28 -0.97
1988
 6.82 -1.71 12.57 -1.14
1987
 4.17 -8.49 2.00 -12.38
1986
 15.33 -2.55 13.98 -2.95
1985
 23.33 -1.21 20.92 -1.32
1984
 7.73 -4.82 12.26 -2.55
1983
 8.30 -2.24 19.12 -1.46
1982
 26.32 -3.26 23.18 -1.47
1981
 1.14 -7.38 6.73 -5.61
1980
 13.20 -9.99 17.14 -6.77
1979
 23.14 -5.87 17.24 -6.81
1978
 6.93 -4.01 7.38 -5.77
1977
 1.88 -2.73 6.67 -0.92
1976
 15.78 -1.19 25.20 -1.17
1975
 13.28 -5.90 21.70 -5.67
1974
 1.69 -10.61 -10.56 -15.06
1973
 4.52 -2.49 -6.39 -6.65
1972
 11.82 -0.45 8.28 -1.29
1971
 12.65 -4.66 8.61 -4.84
1970
 12.37 -7.35 8.28 -8.62
1969
 -5.97 -8.03 -0.95 -4.58
1968
 7.55 -2.19 8.59 -2.35
1967
 7.92 -2.06 11.78 -2.65
1966
 0.34 -5.94 -0.03 -6.32
1965
 4.73 -1.03 7.42 -2.29
1964
 7.24 -0.32 7.72 -0.79
1963
 7.30 -1.00 8.66 -1.64
1962
 0.50 -6.18 -0.86 -9.52
1961
 8.58 -1.52 9.51 -1.97
1960
 8.43 -1.54 3.46 -3.30
1959
 2.81 -2.68 4.93 -3.33
1958
 11.74 -0.94 15.16 -1.24
1957
 2.18 -3.74 -0.23 -5.65
1956
 1.63 -3.23 2.65 -4.39
1955
 7.22 -0.52 8.77 -2.41
1954
 16.77 -1.29 17.75 -2.51
1953
 1.55 -4.32 3.01 -2.68
1952
 5.05 -1.76 6.69 -2.02
1951
 6.18 -2.19 7.69 -3.72
1950
 8.93 -1.90 12.10 -3.16
1949
 8.23 -1.05 6.86 -3.12
1948
 2.04 -3.26 2.07 -5.48
1947
 2.08 -1.75 5.70 -1.97
1946
 -1.19 -7.09 2.54 -8.87
1945
 14.80 -0.95 17.56 -2.23
1944
 7.66 -0.40 12.01 -0.72
1943
 10.14 -2.72 13.73 -4.78
1942
 5.79 -3.76 7.74 -6.44
1941
 -1.40 -4.91 -3.99 -6.60
1940
 0.28 -8.12 -0.89 -11.63
1939
 2.55 -3.58 -0.68 -7.87
1938
 11.07 -7.87 10.93 -13.41
1937
 -9.33 -11.51 -10.52 -14.62
1936
 12.80 -2.18 13.90 -4.16
1935
 16.19 -1.56 16.78 -6.35
1934
 5.87 -3.60 2.19 -8.93
1933
 24.58 -6.82 21.91 -12.56
1932
 4.75 -11.02 -1.37 -21.80
1931
 -14.48 -18.82 -15.40 -23.17
1930
 -3.87 -9.84 -6.85 -15.85
1929
 -0.87 -10.20 -2.21 -17.97
1928
 11.04 -1.69 12.69 -2.87
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Mastering ETF Investing
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