Harry Browne Permanent Portfolio vs Gyroscopic Investing Desert Portfolio Portfolio Comparison

Simulation Settings
Period: January 1871 - January 2025 (~154 years)
Consolidated Returns as of 31 January 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1871)
Inflation Adjusted:
Harry Browne Permanent Portfolio
1.00$
Initial Capital
February 1995
7.49$
Final Capital
January 2025
6.94%
Yearly Return
6.67%
Std Deviation
-15.92%
Max Drawdown
27months
Recovery Period
1.00$
Initial Capital
February 1995
3.53$
Final Capital
January 2025
4.30%
Yearly Return
6.67%
Std Deviation
-23.09%
Max Drawdown
54months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1871
6.3K$
Final Capital
January 2025
5.84%
Yearly Return
5.81%
Std Deviation
-30.61%
Max Drawdown
46months
Recovery Period
1.00$
Initial Capital
January 1871
245.17$
Final Capital
January 2025
3.64%
Yearly Return
5.81%
Std Deviation
-45.48%
Max Drawdown
182months
Recovery Period
Gyroscopic Investing Desert Portfolio
1.00$
Initial Capital
February 1995
7.66$
Final Capital
January 2025
7.02%
Yearly Return
5.51%
Std Deviation
-14.72%
Max Drawdown
27months
Recovery Period
1.00$
Initial Capital
February 1995
3.61$
Final Capital
January 2025
4.37%
Yearly Return
5.51%
Std Deviation
-21.07%
Max Drawdown
41months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1871
10.8K$
Final Capital
January 2025
6.22%
Yearly Return
5.98%
Std Deviation
-33.15%
Max Drawdown
48months
Recovery Period
1.00$
Initial Capital
January 1871
424.12$
Final Capital
January 2025
4.00%
Yearly Return
5.98%
Std Deviation
-46.37%
Max Drawdown
121months
Recovery Period

As of January 2025, in the previous 30 Years, the Harry Browne Permanent Portfolio obtained a 6.94% compound annual return, with a 6.67% standard deviation. It suffered a maximum drawdown of -15.92% that required 27 months to be recovered.

As of January 2025, in the previous 30 Years, the Gyroscopic Investing Desert Portfolio obtained a 7.02% compound annual return, with a 5.51% standard deviation. It suffered a maximum drawdown of -14.72% that required 27 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.

Harry Browne Permanent Portfolio
Weight
(%)
ETF
Ticker
Name
25.00
VTI
Vanguard Total Stock Market
25.00
BIL
SPDR Blmbg Barclays 1-3 Mth T-Bill
25.00
TLT
iShares 20+ Year Treasury Bond
25.00
GLD
SPDR Gold Trust
Gyroscopic Investing Desert Portfolio
Weight
(%)
ETF
Ticker
Name
30.00
VTI
Vanguard Total Stock Market
60.00
IEI
iShares 3-7 Year Treasury Bond
10.00
GLD
SPDR Gold Trust
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Portfolio Returns as of Jan 31, 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 - 31 January 2025 (~154 years)
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Return (%) as of Jan 31, 2025
YTD
(1M)
1M 6M 1Y 5Y 10Y 30Y MAX
(~154Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_harry_browne.webp Permanent Portfolio
Harry Browne
2.67 2.67 5.62 15.50 5.64 5.39 6.94 5.84
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_gyroscopic_investing.webp Desert Portfolio
Gyroscopic Investing
1.89 1.89 4.85 12.57 5.57 5.45 7.02 6.22
Return over 1 year are annualized.
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Capital Growth as of Jan 31, 2025

Harry Browne Permanent Portfolio: an investment of 1$, since February 1995, now would be worth 7.49$, with a total return of 649.39% (6.94% annualized).

Gyroscopic Investing Desert Portfolio: an investment of 1$, since February 1995, now would be worth 7.66$, with a total return of 665.73% (7.02% annualized).


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Harry Browne Permanent Portfolio: an investment of 1$, since January 1871, now would be worth 6270.83$, with a total return of 626982.75% (5.84% annualized).

Gyroscopic Investing Desert Portfolio: an investment of 1$, since January 1871, now would be worth 10847.96$, with a total return of 1084696.34% (6.22% annualized).


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Portfolio Metrics as of Jan 31, 2025

The following metrics, updated as of 31 January 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 February 2024 - 31 January 2025 (1 year)
Period: 1 February 2020 - 31 January 2025 (5 years)
Period: 1 February 2015 - 31 January 2025 (10 years)
Period: 1 February 1995 - 31 January 2025 (30 years)
Period: 1 January 1871 - 31 January 2025 (~154 years)
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Permanent Portfolio Desert Portfolio
Author Harry Browne Gyroscopic Investing
ASSET ALLOCATION
Stocks 25% 30%
Fixed Income 50% 60%
Commodities 25% 10%
PERFORMANCES
Annualized Return (%) 15.50 12.57
Infl. Adjusted Return (%) 12.07 9.22
DRAWDOWN
Deepest Drawdown Depth (%) -2.51 -2.08
Start to Recovery (months) 2 2
Longest Drawdown Depth (%) -1.77 -2.08
Start to Recovery (months) 2 2
Longest Negative Period (months) 3 3
RISK INDICATORS
Standard Deviation (%) 6.09 5.37
Sharpe Ratio 1.71 1.39
Sortino Ratio 2.09 1.66
Ulcer Index 0.85 0.78
Ratio: Return / Standard Deviation 2.55 2.34
Ratio: Return / Deepest Drawdown 6.17 6.06
Metrics calculated over the period 1 February 2024 - 31 January 2025
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Permanent Portfolio Desert Portfolio
Author Harry Browne Gyroscopic Investing
ASSET ALLOCATION
Stocks 25% 30%
Fixed Income 50% 60%
Commodities 25% 10%
PERFORMANCES
Annualized Return (%) 5.64 5.57
Infl. Adjusted Return (%) 1.31 1.25
DRAWDOWN
Deepest Drawdown Depth (%) -15.92 -14.72
Start to Recovery (months) 27 27
Longest Drawdown Depth (%) -15.92 -14.72
Start to Recovery (months) 27 27
Longest Negative Period (months) 40 38
RISK INDICATORS
Standard Deviation (%) 8.67 7.48
Sharpe Ratio 0.37 0.43
Sortino Ratio 0.53 0.57
Ulcer Index 5.91 5.33
Ratio: Return / Standard Deviation 0.65 0.74
Ratio: Return / Deepest Drawdown 0.35 0.38
Metrics calculated over the period 1 February 2020 - 31 January 2025
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Permanent Portfolio Desert Portfolio
Author Harry Browne Gyroscopic Investing
ASSET ALLOCATION
Stocks 25% 30%
Fixed Income 50% 60%
Commodities 25% 10%
PERFORMANCES
Annualized Return (%) 5.39 5.45
Infl. Adjusted Return (%) 2.20 2.26
DRAWDOWN
Deepest Drawdown Depth (%) -15.92 -14.72
Start to Recovery (months) 27 27
Longest Drawdown Depth (%) -15.92 -14.72
Start to Recovery (months) 27 27
Longest Negative Period (months) 40 38
RISK INDICATORS
Standard Deviation (%) 7.32 5.95
Sharpe Ratio 0.51 0.64
Sortino Ratio 0.73 0.87
Ulcer Index 4.70 3.86
Ratio: Return / Standard Deviation 0.74 0.92
Ratio: Return / Deepest Drawdown 0.34 0.37
Metrics calculated over the period 1 February 2015 - 31 January 2025
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Permanent Portfolio Desert Portfolio
Author Harry Browne Gyroscopic Investing
ASSET ALLOCATION
Stocks 25% 30%
Fixed Income 50% 60%
Commodities 25% 10%
PERFORMANCES
Annualized Return (%) 6.94 7.02
Infl. Adjusted Return (%) 4.30 4.37
DRAWDOWN
Deepest Drawdown Depth (%) -15.92 -14.72
Start to Recovery (months) 27 27
Longest Drawdown Depth (%) -15.92 -14.72
Start to Recovery (months) 27 27
Longest Negative Period (months) 40 38
RISK INDICATORS
Standard Deviation (%) 6.67 5.51
Sharpe Ratio 0.70 0.86
Sortino Ratio 0.97 1.16
Ulcer Index 3.20 2.63
Ratio: Return / Standard Deviation 1.04 1.27
Ratio: Return / Deepest Drawdown 0.44 0.48
Metrics calculated over the period 1 February 1995 - 31 January 2025
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Permanent Portfolio Desert Portfolio
Author Harry Browne Gyroscopic Investing
ASSET ALLOCATION
Stocks 25% 30%
Fixed Income 50% 60%
Commodities 25% 10%
PERFORMANCES
Annualized Return (%) 5.84 6.22
Infl. Adjusted Return (%) 3.64 4.00
DRAWDOWN
Deepest Drawdown Depth (%) -30.61 -33.15
Start to Recovery (months) 46 48
Longest Drawdown Depth (%) -14.17 -33.15
Start to Recovery (months) 53 48
Longest Negative Period (months) 80 80
RISK INDICATORS
Standard Deviation (%) 5.81 5.98
Sharpe Ratio 0.32 0.37
Sortino Ratio 0.47 0.53
Ulcer Index 3.52 3.70
Ratio: Return / Standard Deviation 1.00 1.04
Ratio: Return / Deepest Drawdown 0.19 0.19
Metrics calculated over the period 1 January 1871 - 31 January 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 February 1995 - 31 January 2025 (30 years)
Period: 1 January 1871 - 31 January 2025 (~154 years)

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Permanent Portfolio Desert Portfolio
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-15.92 27 Jan 2022
Mar 2024
-14.72 27 Jan 2022
Mar 2024
-12.63 18 Mar 2008
Aug 2009
-10.15 19 Mar 2008
Sep 2009
-6.98 13 Aug 2016
Aug 2017
-6.86 17 Oct 2012
Feb 2014
-6.73 15 Feb 2015
Apr 2016
-5.43 19 Sep 2000
Mar 2002
-5.34 4 Jul 1998
Oct 1998
-4.43 5 Jan 2021
May 2021
-4.42 3 Jul 1998
Sep 1998
-4.25 13 Feb 2018
Feb 2019
-4.20 7 Apr 2004
Oct 2004
-4.02 7 Jun 2002
Dec 2002
-3.94 13 Feb 2001
Feb 2002

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Permanent Portfolio Desert Portfolio
Drawdown
(%)
Recovery
(#Months)
From
To
Drawdown
(%)
Recovery
(#Months)
From
To
-33.15 48 Sep 1929
Aug 1933
-30.61 46 Sep 1929
Jun 1933
-16.03 34 Mar 1937
Dec 1939
-15.92 27 Jan 2022
Mar 2024
-14.72 27 Jan 2022
Mar 2024
-14.17 53 Mar 1937
Jul 1941
-12.63 18 Mar 2008
Aug 2009
-11.68 21 Dec 1980
Aug 1982
-11.38 5 Feb 1980
Jun 1980
-11.15 10 Apr 1974
Jan 1975
-11.08 19 May 1969
Nov 1970
-10.91 21 May 1969
Jan 1971
-10.61 11 Mar 1974
Jan 1975
-10.15 19 Mar 2008
Sep 2009
-9.99 4 Feb 1980
May 1980