Gyroscopic Investing Desert Portfolio vs Ray Dalio All Weather Portfolio Portfolio Comparison

Simulation Settings
Period: January 1871 - April 2025 (~154 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 1871)
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 1871
11.0K$
Final Capital
April 2025
6.22%
Yearly Return
5.97%
Std Deviation
-33.15%
Max Drawdown
48months
Recovery Period
1.00$
Initial Capital
January 1871
429.69$
Final Capital
April 2025
4.01%
Yearly Return
5.97%
Std Deviation
-46.37%
Max Drawdown
121months
Recovery Period
Ray Dalio All Weather Portfolio
1.00$
Initial Capital
May 1995
8.66$
Final Capital
April 2025
7.46%
Yearly Return
7.48%
Std Deviation
-20.58%
Max Drawdown
40months*
Recovery Period
* in progress
1.00$
Initial Capital
May 1995
4.11$
Final Capital
April 2025
4.82%
Yearly Return
7.48%
Std Deviation
-27.85%
Max Drawdown
44months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1871
12.6K$
Final Capital
April 2025
6.31%
Yearly Return
6.56%
Std Deviation
-37.02%
Max Drawdown
68months
Recovery Period
1.00$
Initial Capital
January 1871
493.69$
Final Capital
April 2025
4.10%
Yearly Return
6.56%
Std Deviation
-47.73%
Max Drawdown
124months
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 Ray Dalio All Weather Portfolio obtained a 7.46% compound annual return, with a 7.48% standard deviation. It suffered a maximum drawdown of -20.58% which has been ongoing for 40 months and is still in progress.

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
Ray Dalio All Weather Portfolio
Weight
(%)		 Ticker Name
30.00
VTI
Vanguard Total Stock Market
40.00
TLT
iShares 20+ Year Treasury Bond
15.00
IEI
iShares 3-7 Year Treasury Bond
7.50
DBC
Invesco DB Commodity Tracking
7.50
GLD
SPDR Gold Trust
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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 1871 - 30 April 2025 (~154 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~154Y)
//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 6.22
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_ray_dalio.webp All Weather Portfolio
Ray Dalio 		2.00 -0.74 1.04 10.15 2.92 4.73 7.46 6.31
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).

Ray Dalio All Weather Portfolio: an investment of 1$, since May 1995, now would be worth 8.66$, with a total return of 765.76% (7.46% annualized).


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Gyroscopic Investing Desert Portfolio: an investment of 1$, since January 1871, now would be worth 11008.58$, with a total return of 1100757.86% (6.22% annualized).

Ray Dalio All Weather Portfolio: an investment of 1$, since January 1871, now would be worth 12648.25$, with a total return of 1264725.08% (6.31% 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 1871 - 30 April 2025 (~154 years)
Swipe left to see all data
Desert Portfolio All Weather Portfolio
Author Gyroscopic Investing Ray Dalio
ASSET ALLOCATION
Stocks 30% 30%
Fixed Income 60% 55%
Commodities 10% 15%
PERFORMANCES
Annualized Return (%) 13.30 10.15
Infl. Adjusted Return (%) 10.99 7.92
DRAWDOWN
Deepest Drawdown Depth (%) -1.63 -3.45
Start to Recovery (months) 2 3
Longest Drawdown Depth (%) -0.95 -3.45
Start to Recovery (months) 2 3
Longest Negative Period (months) 3 7*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 4.49 7.04
Sharpe Ratio 1.89 0.76
Sortino Ratio 2.31 0.92
Ulcer Index 0.53 1.36
Ratio: Return / Standard Deviation 2.96 1.44
Ratio: Return / Deepest Drawdown 8.14 2.94
Metrics calculated over the period 1 May 2024 - 30 April 2025
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Desert Portfolio All Weather Portfolio
Author Gyroscopic Investing Ray Dalio
ASSET ALLOCATION
Stocks 30% 30%
Fixed Income 60% 55%
Commodities 10% 15%
PERFORMANCES
Annualized Return (%) 5.82 2.92
Infl. Adjusted Return (%) 1.23 -1.54
DRAWDOWN
Deepest Drawdown Depth (%) -14.72 -20.58
Start to Recovery (months) 27 40*
Longest Drawdown Depth (%) -14.72 -20.58
Start to Recovery (months) 27 40*
Longest Negative Period (months) 38 45
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.18 10.35
Sharpe Ratio 0.46 0.04
Sortino Ratio 0.61 0.05
Ulcer Index 5.30 9.54
Ratio: Return / Standard Deviation 0.81 0.28
Ratio: Return / Deepest Drawdown 0.39 0.14
Metrics calculated over the period 1 May 2020 - 30 April 2025
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Desert Portfolio All Weather Portfolio
Author Gyroscopic Investing Ray Dalio
ASSET ALLOCATION
Stocks 30% 30%
Fixed Income 60% 55%
Commodities 10% 15%
PERFORMANCES
Annualized Return (%) 5.58 4.73
Infl. Adjusted Return (%) 2.43 1.61
DRAWDOWN
Deepest Drawdown Depth (%) -14.72 -20.58
Start to Recovery (months) 27 40*
Longest Drawdown Depth (%) -14.72 -20.58
Start to Recovery (months) 27 40*
Longest Negative Period (months) 38 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.95 8.46
Sharpe Ratio 0.64 0.35
Sortino Ratio 0.88 0.48
Ulcer Index 3.86 6.96
Ratio: Return / Standard Deviation 0.94 0.56
Ratio: Return / Deepest Drawdown 0.38 0.23
Metrics calculated over the period 1 May 2015 - 30 April 2025
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Desert Portfolio All Weather Portfolio
Author Gyroscopic Investing Ray Dalio
ASSET ALLOCATION
Stocks 30% 30%
Fixed Income 60% 55%
Commodities 10% 15%
PERFORMANCES
Annualized Return (%) 6.86 7.46
Infl. Adjusted Return (%) 4.24 4.82
DRAWDOWN
Deepest Drawdown Depth (%) -14.72 -20.58
Start to Recovery (months) 27 40*
Longest Drawdown Depth (%) -14.72 -20.58
Start to Recovery (months) 27 40*
Longest Negative Period (months) 38 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.50 7.48
Sharpe Ratio 0.83 0.69
Sortino Ratio 1.13 0.93
Ulcer Index 2.63 4.45
Ratio: Return / Standard Deviation 1.25 1.00
Ratio: Return / Deepest Drawdown 0.47 0.36
Metrics calculated over the period 1 May 1995 - 30 April 2025
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Desert Portfolio All Weather Portfolio
Author Gyroscopic Investing Ray Dalio
ASSET ALLOCATION
Stocks 30% 30%
Fixed Income 60% 55%
Commodities 10% 15%
PERFORMANCES
Annualized Return (%) 6.22 6.31
Infl. Adjusted Return (%) 4.01 4.10
DRAWDOWN
Deepest Drawdown Depth (%) -33.15 -37.02
Start to Recovery (months) 48 68
Longest Drawdown Depth (%) -33.15 -37.02
Start to Recovery (months) 48 68
Longest Negative Period (months) 80 84
RISK INDICATORS
Standard Deviation (%) 5.97 6.56
Sharpe Ratio 0.37 0.35
Sortino Ratio 0.53 0.50
Ulcer Index 3.70 4.58
Ratio: Return / Standard Deviation 1.04 0.96
Ratio: Return / Deepest Drawdown 0.19 0.17
Metrics calculated over the period 1 January 1871 - 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 1871 - 30 April 2025 (~154 years)

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Desert Portfolio All Weather Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-20.58 40* Jan 2022
In progress
-14.72 27 Jan 2022
Mar 2024
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-10.15 19 Mar 2008
Sep 2009
-6.66 17 Feb 2015
Jun 2016
-6.42 13 Aug 2016
Aug 2017
-5.29 9 May 2013
Jan 2014
-4.83 4 Jul 1998
Oct 1998
-4.76 6 Apr 2004
Sep 2004
-4.74 4 Jun 2003
Sep 2003
-4.71 7 Sep 2018
Mar 2019
-4.61 19 Feb 2001
Aug 2002
-4.42 3 Jul 1998
Sep 1998
-3.94 13 Feb 2001
Feb 2002

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Desert Portfolio All Weather Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-37.02 68 Sep 1929
Apr 1935
-33.15 48 Sep 1929
Aug 1933
-20.58 40* Jan 2022
In progress
-17.43 37 Mar 1937
Mar 1940
-16.03 34 Mar 1937
Dec 1939
-14.72 27 Jan 2022
Mar 2024
-12.98 25 Dec 1968
Dec 1970
-12.31 21 Dec 1980
Aug 1982
-11.57 9 Jan 2009
Sep 2009
-11.38 6 Jul 2008
Dec 2008
-11.08 19 May 1969
Nov 1970
-11.04 11 Mar 1974
Jan 1975
-10.89 4 Feb 1980
May 1980
-10.61 11 Mar 1974
Jan 1975
-10.15 19 Mar 2008
Sep 2009

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 1871 - 30 April 2025 (~154 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 All Weather Portfolio
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 3.40 -0.40 2.00 -1.94
2024
 10.90 -2.08 6.36 -3.73
2023
 11.64 -4.01 9.95 -9.25
2022
 -11.64 -14.72 -18.39 -20.58
2021
 5.76 -2.29 8.27 -3.74
2020
 12.96 -3.56 15.88 -3.68
2019
 14.41 -0.95 17.93 -0.83
2018
 -0.94 -2.77 -3.02 -4.71
2017
 8.38 -0.12 11.55 -0.49
2016
 5.39 -2.63 6.50 -6.42
2015
 0.02 -2.57 -3.23 -6.66
2014
 5.45 -1.59 12.89 -2.52
2013
 6.10 -2.64 1.71 -5.29
2012
 6.70 -2.16 7.02 -1.33
2011
 6.23 -3.24 15.64 -2.00
2010
 11.95 -1.56 12.88 -0.69
2009
 10.05 -5.76 2.71 -11.57
2008
 -2.92 -8.78 2.38 -11.38
2007
 10.64 -0.86 11.88 -1.20
2006
 8.85 -1.61 6.93 -1.71
2005
 5.06 -1.48 8.55 -2.99
2004
 6.34 -3.44 9.41 -4.76
2003
 12.64 -1.46 13.96 -4.74
2002
 4.90 -2.20 7.77 -1.56
2001
 1.31 -3.94 -2.77 -4.61
2000
 4.70 -2.78 10.15 -2.26
1999
 5.12 -2.91 6.28 -3.79
1998
 13.26 -4.42 11.05 -4.83
1997
 12.53 -2.44 13.54 -2.89
1996
 6.98 -2.04 8.27 -2.11
1995
 23.10 0.00 27.44 0.00
1994
 -2.86 -5.63 -3.28 -6.83
1993
 11.81 -1.14 12.02 -1.98
1992
 6.83 -2.19 6.76 -2.23
1991
 18.44 -1.44 17.98 -1.86
1990
 3.54 -3.71 3.85 -5.51
1989
 16.86 -1.08 20.45 -1.14
1988
 6.82 -1.71 10.59 -1.93
1987
 4.17 -8.49 3.47 -8.78
1986
 15.33 -2.55 20.56 -3.75
1985
 23.33 -1.21 28.68 -2.13
1984
 7.73 -4.82 8.03 -6.61
1983
 8.30 -2.24 7.06 -3.16
1982
 26.32 -3.26 31.65 -3.13
1981
 1.14 -7.38 -3.74 -11.76
1980
 13.20 -9.99 10.35 -10.89
1979
 23.14 -5.87 19.26 -6.57
1978
 6.93 -4.01 7.24 -3.43
1977
 1.88 -2.73 2.14 -2.83
1976
 15.78 -1.19 15.78 -1.12
1975
 13.28 -5.90 12.93 -5.16
1974
 1.69 -10.61 1.78 -11.04
1973
 4.52 -2.49 6.67 -2.66
1972
 11.82 -0.45 14.50 0.00
1971
 12.65 -4.66 14.60 -3.81
1970
 12.37 -7.35 10.73 -7.59
1969
 -5.97 -8.03 -7.07 -8.33
1968
 7.55 -2.19 5.61 -2.31
1967
 7.92 -2.06 4.93 -2.43
1966
 0.34 -5.94 -0.21 -6.05
1965
 4.73 -1.03 4.08 -1.14
1964
 7.24 -0.32 7.34 -0.33
1963
 7.30 -1.00 6.73 -1.03
1962
 0.50 -6.18 0.34 -6.12
1961
 8.58 -1.52 7.57 -1.53
1960
 8.43 -1.54 8.59 -1.47
1959
 2.81 -2.68 1.91 -2.83
1958
 11.74 -0.94 9.85 -0.95
1957
 2.18 -3.74 1.56 -3.70
1956
 1.63 -3.23 0.45 -3.72
1955
 7.22 -0.52 6.44 -0.66
1954
 16.77 -1.29 17.99 -1.18
1953
 1.55 -4.32 0.83 -4.42
1952
 5.05 -1.76 4.21 -1.76
1951
 6.18 -2.19 4.78 -2.55
1950
 8.93 -1.90 9.14 -1.91
1949
 8.23 -1.05 8.58 -0.97
1948
 2.04 -3.26 1.89 -3.09
1947
 2.08 -1.75 1.53 -1.94
1946
 -1.19 -7.09 -0.92 -7.07
1945
 14.80 -0.95 15.78 -0.88
1944
 7.66 -0.40 7.97 -0.39
1943
 10.14 -2.72 9.97 -2.77
1942
 5.79 -3.76 6.45 -3.58
1941
 -1.40 -4.91 -1.20 -4.99
1940
 0.28 -8.12 1.87 -7.70
1939
 2.55 -3.58 2.79 -3.74
1938
 11.07 -7.87 10.37 -7.91
1937
 -9.33 -11.51 -10.07 -12.18
1936
 12.80 -2.18 14.42 -2.08
1935
 16.19 -1.56 16.55 -1.39
1934
 5.87 -3.60 8.27 -3.11
1933
 24.58 -6.82 23.55 -7.04
1932
 4.75 -11.02 5.54 -10.85
1931
 -14.48 -18.82 -17.79 -21.07
1930
 -3.87 -9.84 -5.90 -10.68
1929
 -0.87 -10.20 -1.20 -10.34
1928
 11.04 -1.69 11.11 -1.64
1927
 13.17 -1.35 14.04 -1.26
1926
 6.25 -2.21 6.53 -2.18
1925
 9.62 -1.97 10.80 -1.86
1924
 12.81 -0.53 13.10 -0.48
1923
 3.83 -3.40 4.44 -3.38
1922
 12.02 -1.47 12.65 -1.45
1921
 10.91 -2.31 9.83 -2.12
1920
 -4.08 -4.57 -5.55 -5.68
1919
 7.21 -2.63 5.81 -2.69
1918
 8.21 -0.86 7.85 -0.84
1917
 -6.61 -6.61 -7.65 -7.65
1916
 4.61 -0.73 7.39 -0.65
1915
 13.09 -0.63 14.08 -0.61
1914
 2.24 -4.37 0.88 -4.99
1913
 0.88 -1.69 -0.05 -2.01
1912
 3.08 -1.23 3.48 -1.15
1911
 3.48 -2.91 3.28 -2.93
1910
 1.46 -2.32 0.15 -3.13
1909
 5.68 -0.54 6.57 -0.53
1908
 18.68 -0.40 16.74 -0.51
1907
 -7.48 -7.79 -8.40 -8.70
1906
 0.61 -3.23 0.59 -3.33
1905
 6.76 -1.92 7.83 -1.78
1904
 13.11 -0.82 12.56 -0.84
1903
 -3.84 -6.90 -4.67 -7.60
1902
 3.02 -2.49 3.24 -2.40
1901
 6.91 -2.80 6.47 -2.76
1900
 8.52 -1.39 8.45 -1.38
1899
 0.85 -2.91 2.72 -2.13
1898
 11.56 -4.68 11.99 -4.26
1897
 9.58 -0.87 9.70 -0.85
1896
 3.39 -5.61 2.87 -5.53
1895
 1.49 -4.85 2.80 -4.23
1894
 4.71 -1.07 4.58 -1.05
1893
 -2.82 -8.38 -4.72 -9.21
1892
 3.08 -1.03 3.45 -0.93
1891
 8.89 -2.54 7.45 -2.60
1890
 -1.12 -4.05 -1.50 -4.15
1889
 3.60 -0.90 5.38 -0.71
1888
 4.28 -1.64 4.41 -1.57
1887
 0.66 -3.68 -0.36 -4.08
1886
 4.03 -1.72 5.02 -1.39
1885
 12.18 -0.80 11.99 -0.98
1884
 -1.36 -5.75 -1.97 -5.63
1883
 0.92 -1.92 0.14 -2.08
1882
 2.90 -2.02 3.24 -1.91
1881
 2.14 -3.73 3.46 -3.20
1880
 11.10 -2.45 12.13 -2.30
1879
 16.53 -0.59 17.34 -0.47
1878
 8.46 -0.14 7.44 -0.16
1877
 1.37 -4.98 1.94 -4.81
1876
 -0.48 -4.25 -0.20 -3.96
1875
 5.68 -1.78 7.61 -1.41
1874
 9.77 -1.41 7.35 -1.45
1873
 1.59 -7.83 1.49 -7.70
1872
 4.67 -2.79 5.32 -2.48
1871
 6.19 -1.95 8.01 -1.75
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