Paul Boyer vs Gyroscopic Investing Desert Portfolio Comparison

Period: January 1976 - August 2024 (~49 years)
Consolidated Returns as of 31 August 2024
Rebalancing: at every Jan 1st
Currency: USD
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Paul Boyer Portfolio
1.00$
Initial Capital
September 1994
6.38$
Final Capital
August 2024
6.37%
Yearly Return
7.49
Std Deviation
-18.04%
Max Drawdown
39 months
Recovery Period
Gyroscopic Investing Desert Portfolio
1.00$
Initial Capital
September 1994
7.39$
Final Capital
August 2024
6.90%
Yearly Return
5.50
Std Deviation
-14.72%
Max Drawdown
27 months
Recovery Period
Paul Boyer Portfolio
1.00$
Initial Capital
January 1976
49.70$
Final Capital
August 2024
8.36%
Yearly Return
8.29
Std Deviation
-18.04%
Max Drawdown
39 months
Recovery Period
Gyroscopic Investing Desert Portfolio
1.00$
Initial Capital
January 1976
51.99$
Final Capital
August 2024
8.46%
Yearly Return
6.44
Std Deviation
-14.72%
Max Drawdown
27 months
Recovery Period

The Paul Boyer Portfolio obtained a 6.37% compound annual return, with a 7.49% standard deviation, in the last 30 Years.

The Gyroscopic Investing Desert Portfolio obtained a 6.90% compound annual return, with a 5.50% standard deviation, in the last 30 Years.

Returns as of Aug 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1976 - 31 August 2024 (~49 years)
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Return (%) as of Aug 31, 2024
YTD
(8M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~49Y)
Paul Boyer Portfolio
Paul Boyer 		8.13 1.20 9.83 13.31 3.33 3.72 6.37 8.36
Desert Portfolio
Gyroscopic Investing 		9.47 1.58 8.17 14.57 5.84 5.32 6.90 8.46
Return over 1 year are annualized.

Capital Growth as of Aug 31, 2024

Paul Boyer Portfolio: an investment of 1$, since September 1994, now would be worth 6.38$, with a total return of 538.44% (6.37% annualized).

Gyroscopic Investing Desert Portfolio: an investment of 1$, since September 1994, now would be worth 7.39$, with a total return of 639.48% (6.90% annualized).


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Paul Boyer Portfolio: an investment of 1$, since January 1976, now would be worth 49.70$, with a total return of 4869.92% (8.36% annualized).

Gyroscopic Investing Desert Portfolio: an investment of 1$, since January 1976, now would be worth 51.99$, with a total return of 5098.96% (8.46% annualized).


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Metrics as of Aug 31, 2024

The following metrics, updated as of 31 August 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 September 2023 - 31 August 2024 (1 year)
Period: 1 September 2019 - 31 August 2024 (5 years)
Period: 1 September 2014 - 31 August 2024 (10 years)
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1976 - 31 August 2024 (~49 years)
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Paul Boyer Portfolio Desert Portfolio
Author Paul Boyer Gyroscopic Investing
ASSET ALLOCATION
Stocks 25% 30%
Fixed Income 50% 60%
Commodities 25% 10%
PERFORMANCES
Annualized Return (%) 13.31 14.57
Infl. Adjusted Return (%) 10.66 11.89
DRAWDOWN
Deepest Drawdown Depth (%) -4.74 -3.25
Start to Recovery (months) 3 3
Longest Drawdown Depth (%) -4.74 -3.25
Start to Recovery (months) 3 3
Longest Negative Period (months) 2 2
RISK INDICATORS
Standard Deviation (%) 9.57 7.17
Sharpe Ratio 0.83 1.29
Sortino Ratio 1.15 1.70
Ulcer Index 1.95 1.32
Ratio: Return / Standard Deviation 1.39 2.03
Ratio: Return / Deepest Drawdown 2.81 4.49
Metrics calculated over the period 1 September 2023 - 31 August 2024
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Paul Boyer Portfolio Desert Portfolio
Author Paul Boyer Gyroscopic Investing
ASSET ALLOCATION
Stocks 25% 30%
Fixed Income 50% 60%
Commodities 25% 10%
PERFORMANCES
Annualized Return (%) 3.33 5.84
Infl. Adjusted Return (%) -0.78 1.63
DRAWDOWN
Deepest Drawdown Depth (%) -18.04 -14.72
Start to Recovery (months) 39 27
Longest Drawdown Depth (%) -18.04 -14.72
Start to Recovery (months) 39 27
Longest Negative Period (months) 50 38
RISK INDICATORS
Standard Deviation (%) 8.87 7.34
Sharpe Ratio 0.14 0.50
Sortino Ratio 0.20 0.68
Ulcer Index 7.42 5.32
Ratio: Return / Standard Deviation 0.38 0.80
Ratio: Return / Deepest Drawdown 0.18 0.40
Metrics calculated over the period 1 September 2019 - 31 August 2024
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Paul Boyer Portfolio Desert Portfolio
Author Paul Boyer Gyroscopic Investing
ASSET ALLOCATION
Stocks 25% 30%
Fixed Income 50% 60%
Commodities 25% 10%
PERFORMANCES
Annualized Return (%) 3.72 5.32
Infl. Adjusted Return (%) 0.88 2.43
DRAWDOWN
Deepest Drawdown Depth (%) -18.04 -14.72
Start to Recovery (months) 39 27
Longest Drawdown Depth (%) -18.04 -14.72
Start to Recovery (months) 39 27
Longest Negative Period (months) 50 38
RISK INDICATORS
Standard Deviation (%) 7.77 5.89
Sharpe Ratio 0.29 0.66
Sortino Ratio 0.43 0.90
Ulcer Index 5.87 3.86
Ratio: Return / Standard Deviation 0.48 0.90
Ratio: Return / Deepest Drawdown 0.21 0.36
Metrics calculated over the period 1 September 2014 - 31 August 2024
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Paul Boyer Portfolio Desert Portfolio
Author Paul Boyer Gyroscopic Investing
ASSET ALLOCATION
Stocks 25% 30%
Fixed Income 50% 60%
Commodities 25% 10%
PERFORMANCES
Annualized Return (%) 6.37 6.90
Infl. Adjusted Return (%) 3.77 4.28
DRAWDOWN
Deepest Drawdown Depth (%) -18.04 -14.72
Start to Recovery (months) 39 27
Longest Drawdown Depth (%) -18.04 -14.72
Start to Recovery (months) 39 27
Longest Negative Period (months) 50 38
RISK INDICATORS
Standard Deviation (%) 7.49 5.50
Sharpe Ratio 0.55 0.84
Sortino Ratio 0.77 1.13
Ulcer Index 4.00 2.64
Ratio: Return / Standard Deviation 0.85 1.25
Ratio: Return / Deepest Drawdown 0.35 0.47
Metrics calculated over the period 1 September 1994 - 31 August 2024
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Paul Boyer Portfolio Desert Portfolio
Author Paul Boyer Gyroscopic Investing
ASSET ALLOCATION
Stocks 25% 30%
Fixed Income 50% 60%
Commodities 25% 10%
PERFORMANCES
Annualized Return (%) 8.36 8.46
Infl. Adjusted Return (%) 4.57 4.67
DRAWDOWN
Deepest Drawdown Depth (%) -18.04 -14.72
Start to Recovery (months) 39 27
Longest Drawdown Depth (%) -18.04 -14.72
Start to Recovery (months) 39 27
Longest Negative Period (months) 50 38
RISK INDICATORS
Standard Deviation (%) 8.29 6.44
Sharpe Ratio 0.50 0.66
Sortino Ratio 0.71 0.93
Ulcer Index 3.90 2.48
Ratio: Return / Standard Deviation 1.01 1.31
Ratio: Return / Deepest Drawdown 0.46 0.57
Metrics calculated over the period 1 January 1976 - 31 August 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 September 1994 - 31 August 2024 (30 years)
Period: 1 January 1976 - 31 August 2024 (~49 years)

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Paul Boyer Portfolio Desert Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-18.04 39 Jun 2021
Aug 2024
-14.72 27 Jan 2022
Mar 2024
-13.66 17 Mar 2008
Jul 2009
-10.15 19 Mar 2008
Sep 2009
-9.22 12 May 1998
Apr 1999
-9.15 17 Feb 2015
Jun 2016
-8.62 21 Oct 2012
Jun 2014
-6.74 12 Aug 2016
Jul 2017
-6.72 17 Feb 2018
Jun 2019
-5.64 7 Apr 2004
Oct 2004
-4.97 11 Mar 2000
Jan 2001
-4.44 7 Jun 2002
Dec 2002
-4.42 3 Jul 1998
Sep 1998
-4.04 6 Oct 1997
Mar 1998
-3.99 8 Sep 1994
Apr 1995

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Paul Boyer Portfolio Desert Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-18.04 39 Jun 2021
Aug 2024
-14.72 27 Jan 2022
Mar 2024
-14.53 25 Oct 1980
Oct 1982
-13.66 17 Mar 2008
Jul 2009
-13.60 5 Feb 1980
Jun 1980
-10.15 19 Mar 2008
Sep 2009
-9.99 4 Feb 1980
May 1980
-9.22 12 May 1998
Apr 1999
-9.15 17 Feb 2015
Jun 2016
-8.62 21 Oct 2012
Jun 2014
-8.49 14 Sep 1987
Oct 1988
-7.71 16 Mar 1987
Jun 1988
-7.52 12 Dec 1980
Nov 1981
-6.93 16 Feb 1994
May 1995
-6.74 12 Aug 2016
Jul 2017

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 January 1976 - 31 August 2024 (~49 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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Paul Boyer Portfolio Desert Portfolio
Year Return Drawdown Return Drawdown
2024
 8.13% -1.89% 9.47% -2.08%
2023
 7.92% -7.34% 11.64% -4.01%
2022
 -13.57% -17.86% -11.64% -14.72%
2021
 0.51% -3.38% 5.76% -2.29%
2020
 15.04% -3.07% 12.96% -3.56%
2019
 13.97% -1.05% 14.41% -0.95%
2018
 -3.50% -6.72% -0.94% -2.77%
2017
 11.87% -0.61% 8.38% -0.12%
2016
 7.19% -6.74% 5.39% -2.63%
2015
 -5.29% -9.15% 0.02% -2.57%
2014
 6.63% -3.72% 5.45% -1.59%
2013
 -5.67% -8.07% 6.10% -2.64%
2012
 6.80% -2.93% 6.70% -2.16%
2011
 8.99% -2.80% 6.23% -3.24%
2010
 15.54% -0.81% 11.95% -1.56%
2009
 12.50% -6.62% 10.05% -5.76%
2008
 1.32% -13.66% -2.92% -8.78%
2007
 16.13% -0.86% 10.64% -0.86%
2006
 12.57% -3.53% 8.85% -1.61%
2005
 11.99% -2.10% 5.06% -1.48%
2004
 9.39% -5.64% 6.34% -3.44%
2003
 17.95% -2.85% 12.64% -1.46%
2002
 9.85% -4.44% 4.90% -2.20%
2001
 3.66% -3.75% 1.31% -3.94%
2000
 2.00% -4.97% 4.70% -2.78%
1999
 9.10% -3.56% 5.12% -2.91%
1998
 2.30% -9.22% 13.26% -4.42%
1997
 0.72% -4.04% 12.53% -2.44%
1996
 3.88% -3.10% 6.98% -2.04%
1995
 14.46% -0.96% 23.10% 0.00%
1994
 -5.01% -6.22% -2.86% -5.63%
1993
 25.08% -1.38% 11.81% -1.14%
1992
 3.02% -1.92% 6.83% -2.19%
1991
 24.71% -1.74% 18.44% -1.44%
1990
 0.64% -5.76% 3.54% -3.71%
1989
 21.34% -0.54% 16.86% -1.08%
1988
 7.47% -2.31% 6.82% -1.71%
1987
 -0.04% -7.71% 4.17% -8.49%
1986
 17.71% -1.63% 15.33% -2.55%
1985
 21.84% -2.32% 23.33% -1.21%
1984
 4.29% -3.80% 7.73% -4.82%
1983
 3.33% -3.72% 8.30% -2.24%
1982
 20.74% -7.63% 26.32% -3.26%
1981
 -6.40% -12.16% 1.14% -7.38%
1980
 10.07% -13.60% 13.20% -9.99%
1979
 40.68% -5.53% 23.14% -5.87%
1978
 13.69% -5.99% 6.93% -4.01%
1977
 9.52% -1.78% 1.88% -2.73%
1976
 11.89% -4.01% 15.78% -1.19%