The Lazy Team Simplified Permanent Portfolio vs Value Stock Geek Weird Portfolio Portfolio Comparison

Simulation Settings

Period: January 1975 - July 2025 (~51 years)
Consolidated Returns as of 31 July 2025

Initial Amount: 1$

Rebalancing: at every Jan 1^st

Currency: USD

Inflation: US

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Results

30 Years
(1995/08 - 2025/07)

All Data
(1975/01 - 2025/07)

Inflation Adjusted:

The Lazy Team Simplified Permanent Portfolio

1.00$
Invested Capital
August 1995
8.22$
Final Capital
July 2025
7.27%
Yearly Return
6.90%
Std Deviation
-16.43%
Max Drawdown
27months
Recovery Period

1.00$
Invested Capital
August 1995
3.90$
Final Capital
July 2025
4.64%
Yearly Return
6.90%
Std Deviation
-23.36%
Max Drawdown
53months
Recovery Period

1.00$
Invested Capital
January 1975
63.93$
Final Capital
July 2025
8.57%
Yearly Return
7.82%
Std Deviation
-16.43%
Max Drawdown
27months
Recovery Period

1.00$
Invested Capital
January 1975
10.32$
Final Capital
July 2025
4.72%
Yearly Return
7.82%
Std Deviation
-25.39%
Max Drawdown
35months
Recovery Period

Value Stock Geek Weird Portfolio

1.00$
Invested Capital
August 1995
11.72$
Final Capital
July 2025
8.55%
Yearly Return
10.97%
Std Deviation
-32.97%
Max Drawdown
29months
Recovery Period

1.00$
Invested Capital
August 1995
5.56$
Final Capital
July 2025
5.89%
Yearly Return
10.97%
Std Deviation
-34.08%
Max Drawdown
30months
Recovery Period

1.00$
Invested Capital
January 1975
201.64$
Final Capital
July 2025
11.06%
Yearly Return
10.84%
Std Deviation
-32.97%
Max Drawdown
29months
Recovery Period

1.00$
Invested Capital
January 1975
32.54$
Final Capital
July 2025
7.13%
Yearly Return
10.84%
Std Deviation
-34.08%
Max Drawdown
30months
Recovery Period

As of July 2025, in the previous 30 Years, the The Lazy Team Simplified Permanent Portfolio obtained a 7.27% compound annual return, with a 6.90% standard deviation. It suffered a maximum drawdown of -16.43% that required 27 months to be recovered.

As of July 2025, in the previous 30 Years, the Value Stock Geek Weird Portfolio obtained a 8.55% compound annual return, with a 10.97% standard deviation. It suffered a maximum drawdown of -32.97% that required 29 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.

The Lazy Team Simplified Permanent Portfolio

Weight (%)	Ticker	Name
25.00	VTI	Vanguard Total Stock Market
50.00	IEF	iShares 7-10 Year Treasury Bond
25.00	GLD	SPDR Gold Trust

Value Stock Geek Weird Portfolio

Weight (%)	Ticker	Name
20.00	IJS	iShares S&P Small-Cap 600 Value
20.00	SCZ	iShares MSCI EAFE Small-Cap
20.00	VNQ	Vanguard Real Estate
20.00	TLT	iShares 20+ Year Treasury Bond
20.00	GLD	SPDR Gold Trust

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Portfolio Returns as of Jul 31, 2025

Returns are calculated in USD, assuming:

no fees or capital gain taxes.
rebalancing: at every Jan 1^st.
dividend reinvestment, when applicable.

Return Comparison

Capital Growth

30 Years
(1995/08 - 2025/07)

All Data
(1975/01 - 2025/07)

Inflation Adjusted:

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Simplified Permanent Portfolio The Lazy Team	1 $	8.22 $	721.57%	7.27%
Weird Portfolio Value Stock Geek	1 $	11.72 $	1 072.38%	8.55%
	Aug 1995	Jul 2025

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Simplified Permanent Portfolio The Lazy Team	1 $	3.90 $	289.86%	4.64%
Weird Portfolio Value Stock Geek	1 $	5.56 $	456.32%	5.89%
	Aug 1995	Jul 2025

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Simplified Permanent Portfolio The Lazy Team	1 $	63.93 $	6 292.53%	8.57%
Weird Portfolio Value Stock Geek	1 $	201.64 $	20 063.56%	11.06%
	Jan 1975	Jul 2025

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
Simplified Permanent Portfolio The Lazy Team	1 $	10.32 $	931.68%	4.72%
Weird Portfolio Value Stock Geek	1 $	32.54 $	3 154.18%	7.13%
	Jan 1975	Jul 2025

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		Return (%) as of Jul 31, 2025
		YTD (7M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~51Y)
	Simplified Permanent Portfolio The Lazy Team	10.58	0.09	7.61	13.68	5.08	6.71	7.27	8.57
	Weird Portfolio Value Stock Geek	8.70	-0.19	5.82	8.48	5.31	6.35	8.55	11.06
Returns over 1 year are annualized.

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Portfolio Metrics as of Jul 31, 2025

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

METRIC COMPARISON

Period: 1 August 2024 - 31 July 2025 (1 year)

Period: 1 August 2020 - 31 July 2025 (5 years)

Period: 1 August 2015 - 31 July 2025 (10 years)

Period: 1 August 1995 - 31 July 2025 (30 years)

Period: 1 January 1975 - 31 July 2025 (~51 years)

1 Year

5 Years

10 Years

30 Years

All (1975/01 - 2025/07)

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	Simplified Permanent Portfolio	Weird Portfolio
Author	The Lazy Team	Value Stock Geek
ASSET ALLOCATION
Stocks	25%	60%
Fixed Income	50%	20%
Commodities	25%	20%
PERFORMANCES
Annualized Return (%)	13.68	8.48
Infl. Adjusted (%)	10.83	5.76
DRAWDOWN
Deepest Drawdown Depth (%)	-2.24	-5.15
Start to Recovery (months)	2	6
Longest Drawdown Depth (%)	-0.55	-5.15
Start to Recovery (months)	2	6
Longest Negative Period (months)	3	7
RISK INDICATORS
Standard Deviation (%)	4.69	7.89
Sharpe Ratio	1.95	0.50
Sortino Ratio	2.38	0.59
Ulcer Index	0.64	1.79
Ratio: Return / Standard Deviation	2.91	1.07
Ratio: Return / Deepest Drawdown	6.11	1.65
Metrics calculated over the period 1 August 2024 - 31 July 2025

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	Simplified Permanent Portfolio	Weird Portfolio
Author	The Lazy Team	Value Stock Geek
ASSET ALLOCATION
Stocks	25%	60%
Fixed Income	50%	20%
Commodities	25%	20%
PERFORMANCES
Annualized Return (%)	5.08	5.31
Infl. Adjusted (%)	0.58	0.80
DRAWDOWN
Deepest Drawdown Depth (%)	-16.43	-24.18
Start to Recovery (months)	27	33
Longest Drawdown Depth (%)	-16.43	-24.18
Start to Recovery (months)	27	33
Longest Negative Period (months)	40	41
RISK INDICATORS
Standard Deviation (%)	8.40	13.30
Sharpe Ratio	0.28	0.19
Sortino Ratio	0.38	0.27
Ulcer Index	5.95	10.10
Ratio: Return / Standard Deviation	0.60	0.40
Ratio: Return / Deepest Drawdown	0.31	0.22
Metrics calculated over the period 1 August 2020 - 31 July 2025

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	Simplified Permanent Portfolio	Weird Portfolio
Author	The Lazy Team	Value Stock Geek
ASSET ALLOCATION
Stocks	25%	60%
Fixed Income	50%	20%
Commodities	25%	20%
PERFORMANCES
Annualized Return (%)	6.71	6.35
Infl. Adjusted (%)	3.55	3.20
DRAWDOWN
Deepest Drawdown Depth (%)	-16.43	-24.18
Start to Recovery (months)	27	33
Longest Drawdown Depth (%)	-16.43	-24.18
Start to Recovery (months)	27	33
Longest Negative Period (months)	40	47
RISK INDICATORS
Standard Deviation (%)	7.26	11.62
Sharpe Ratio	0.67	0.39
Sortino Ratio	0.93	0.53
Ulcer Index	4.42	7.52
Ratio: Return / Standard Deviation	0.92	0.55
Ratio: Return / Deepest Drawdown	0.41	0.26
Metrics calculated over the period 1 August 2015 - 31 July 2025

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	Simplified Permanent Portfolio	Weird Portfolio
Author	The Lazy Team	Value Stock Geek
ASSET ALLOCATION
Stocks	25%	60%
Fixed Income	50%	20%
Commodities	25%	20%
PERFORMANCES
Annualized Return (%)	7.27	8.55
Infl. Adjusted (%)	4.64	5.89
DRAWDOWN
Deepest Drawdown Depth (%)	-16.43	-32.97
Start to Recovery (months)	27	29
Longest Drawdown Depth (%)	-16.43	-24.18
Start to Recovery (months)	27	33
Longest Negative Period (months)	40	47
RISK INDICATORS
Standard Deviation (%)	6.90	10.97
Sharpe Ratio	0.73	0.57
Sortino Ratio	1.01	0.76
Ulcer Index	3.15	6.63
Ratio: Return / Standard Deviation	1.05	0.78
Ratio: Return / Deepest Drawdown	0.44	0.26
Metrics calculated over the period 1 August 1995 - 31 July 2025

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	Simplified Permanent Portfolio	Weird Portfolio
Author	The Lazy Team	Value Stock Geek
ASSET ALLOCATION
Stocks	25%	60%
Fixed Income	50%	20%
Commodities	25%	20%
PERFORMANCES
Annualized Return (%)	8.57	11.06
Infl. Adjusted (%)	4.72	7.13
DRAWDOWN
Deepest Drawdown Depth (%)	-16.43	-32.97
Start to Recovery (months)	27	29
Longest Drawdown Depth (%)	-16.43	-24.18
Start to Recovery (months)	27	33
Longest Negative Period (months)	40	47
RISK INDICATORS
Standard Deviation (%)	7.82	10.84
Sharpe Ratio	0.55	0.63
Sortino Ratio	0.79	0.84
Ulcer Index	3.26	5.70
Ratio: Return / Standard Deviation	1.10	1.02
Ratio: Return / Deepest Drawdown	0.52	0.34
Metrics calculated over the period 1 January 1975 - 31 July 2025

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 August 1995 - 31 July 2025 (30 years)

Period: 1 January 1975 - 31 July 2025 (~51 years)

30 Years
(1995/08 - 2025/07)

Chart Table

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Simplified Permanent Portfolio			Weird Portfolio
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
			-32.97	29	Nov 2007 Mar 2010
			-24.18	33	Jan 2022 Sep 2024
-16.43	27	Jan 2022 Mar 2024
			-13.36	6	Feb 2020 Jul 2020
-13.28	18	Mar 2008 Aug 2009
			-13.23	27	Apr 1998 Jun 2000
			-8.66	8	Sep 2018 Apr 2019
			-8.65	12	Jun 2002 May 2003
			-7.32	6	Apr 2004 Sep 2004
			-7.20	14	Feb 2015 Mar 2016
			-6.89	6	May 2013 Oct 2013
-6.69	11	Apr 2013 Feb 2014
			-6.58	9	Aug 2016 Apr 2017
-6.23	12	Aug 2016 Jul 2017
			-5.96	6	May 2011 Oct 2011

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Simplified Permanent Portfolio			Weird Portfolio
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
			-32.97	29	Nov 2007 Mar 2010
			-24.18	33	Jan 2022 Sep 2024
-16.43	27	Jan 2022 Mar 2024
			-16.24	18	Dec 1989 May 1991
			-15.06	5	Feb 1980 Jun 1980
-14.34	21	Dec 1980 Aug 1982
			-13.36	6	Feb 2020 Jul 2020
-13.28	18	Mar 2008 Aug 2009
			-13.23	27	Apr 1998 Jun 2000
-13.17	5	Feb 1980 Jun 1980
			-12.71	14	Sep 1987 Oct 1988
			-12.24	22	Dec 1980 Sep 1982
			-10.11	7	Jul 1975 Jan 1976
			-8.66	8	Sep 2018 Apr 2019
			-8.65	12	Jun 2002 May 2003

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 1975 - 31 July 2025 (~51 years)

Rolling Period:

Simplified Permanent Portfolio
Weird Portfolio

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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	Simplified Permanent Portfolio		Weird Portfolio
Year	Return (%)	Drawdown (%)	Return (%)	Drawdown (%)
2025	10.58	0.00	8.70	-0.19
2024	12.30	-2.24	6.45	-5.15
2023	11.51	-5.16	10.94	-12.66
2022	-12.67	-16.43	-18.17	-24.18
2021	3.72	-3.81	14.49	-3.51
2020	16.46	-3.11	10.52	-13.36
2019	16.15	-0.99	21.93	-1.68
2018	-1.29	-3.68	-8.01	-8.66
2017	9.78	-0.96	14.20	-0.31
2016	5.72	-6.23	10.34	-6.58
2015	-1.82	-5.27	-1.57	-7.20
2014	7.12	-2.59	11.39	-5.08
2013	-1.76	-6.69	5.71	-6.89
2012	7.59	-1.89	13.28	-4.45
2011	10.45	-3.69	7.07	-5.96
2010	16.36	-0.02	22.57	-4.90
2009	9.94	-4.96	19.50	-17.34
2008	0.94	-13.28	-15.22	-24.57
2007	14.14	-1.50	4.32	-4.58
2006	10.82	-2.47	21.26	-3.05
2005	7.34	-1.60	13.51	-2.30
2004	6.42	-4.79	20.31	-7.32
2003	15.31	-2.22	32.68	-1.93
2002	9.00	-2.60	7.55	-8.65
2001	0.15	-3.21	4.90	-4.41
2000	4.63	-2.98	11.88	-2.51
1999	2.25	-5.09	2.11	-4.11
1998	12.93	-4.63	-0.30	-13.23
1997	8.38	-2.87	4.80	-3.83
1996	4.09	-3.64	10.07	-2.17
1995	21.97	0.00	14.94	-1.53
1994	-4.18	-5.67	-4.11	-7.57
1993	13.56	-1.61	21.05	-2.35
1992	4.46	-3.11	10.23	-2.71
1991	15.41	-1.06	18.76	-2.61
1990	1.55	-5.66	-10.86	-16.22
1989	15.24	-1.52	13.23	-1.43
1988	3.97	-2.03	12.98	-1.18
1987	5.46	-5.83	8.44	-12.71
1986	19.06	-1.00	28.08	-2.01
1985	24.24	-2.66	30.14	-1.95
1984	3.14	-5.27	5.34	-5.43
1983	2.74	-3.74	16.56	-1.96
1982	28.65	-5.77	23.60	-8.30
1981	-6.55	-13.29	-2.54	-10.01
1980	11.44	-13.17	16.86	-15.06
1979	38.61	-5.94	40.61	-8.18
1978	11.00	-5.48	20.11	-6.79
1977	5.09	-3.12	16.95	-0.10
1976	13.24	-2.32	23.87	-2.72
1975	6.02	-7.68	18.84	-10.11

Table of contents

Resources & Extras

Asset Allocations and ETFs

Portfolio Returns as of Jul 31, 2025

Portfolio Metrics as of Jul 31, 2025

Drawdowns

Rolling Returns

Yearly Returns