Gyroscopic Investing Desert 2x Leveraged vs Harry Browne Permanent with Bitcoin Portfolio Comparison

Simulation Settings
Period: March 2010 - November 2024 (~15 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
(Change Settings)
The minimum date range must be at least 12 months. 'Date To' cannot be beyond November 2024.
Reset settings
Close
Gyroscopic Investing Desert 2x Leveraged Portfolio
1.00$
Initial Capital
December 2014
2.00$
Final Capital
November 2024
7.18%
Yearly Return
13.68
Std Deviation
-34.04%
Max Drawdown
35months
Recovery Period
Harry Browne Permanent with Bitcoin Portfolio
1.00$
Initial Capital
December 2014
2.48$
Final Capital
November 2024
9.50%
Yearly Return
8.50
Std Deviation
-16.89%
Max Drawdown
27months
Recovery Period
Gyroscopic Investing Desert 2x Leveraged Portfolio
1.00$
Initial Capital
March 2010
4.22$
Final Capital
November 2024
10.25%
Yearly Return
12.40
Std Deviation
-34.04%
Max Drawdown
35months
Recovery Period
Harry Browne Permanent with Bitcoin Portfolio
1.00$
Initial Capital
March 2010
10.86$
Final Capital
November 2024
17.55%
Yearly Return
36.14
Std Deviation
-37.49%
Max Drawdown
29months
Recovery Period

The Gyroscopic Investing Desert 2x Leveraged Portfolio obtained a 7.18% compound annual return, with a 13.68% standard deviation, in the last 10 Years.

The Harry Browne Permanent with Bitcoin Portfolio obtained a 9.50% compound annual return, with a 8.50% standard deviation, in the last 10 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 March 2010 - 30 November 2024 (~15 years)
Swipe left to see all data
Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y MAX
(~15Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_gyroscopic_investing.webp Desert Portfolio 2x Leveraged
Gyroscopic Investing 		19.16 3.72 15.41 27.87 5.85 7.18 10.25
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_harry_browne.webp Permanent Portfolio with Bitcoin
Harry Browne 		16.78 2.52 10.84 21.70 8.26 9.50 17.55
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

Gyroscopic Investing Desert 2x Leveraged Portfolio: an investment of 1$, since December 2014, now would be worth 2.00$, with a total return of 99.97% (7.18% annualized).

Harry Browne Permanent with Bitcoin Portfolio: an investment of 1$, since December 2014, now would be worth 2.48$, with a total return of 147.89% (9.50% annualized).


Loading data
Please wait
Gyroscopic Investing Desert 2x Leveraged Portfolio: an investment of 1$, since March 2010, now would be worth 4.22$, with a total return of 321.80% (10.25% annualized).

Harry Browne Permanent with Bitcoin Portfolio: an investment of 1$, since March 2010, now would be worth 10.86$, with a total return of 985.79% (17.55% annualized).


Loading data
Please wait

Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 March 2010 - 30 November 2024 (~15 years)
Swipe left to see all data
Desert Portfolio 2x Leveraged Permanent Portfolio with Bitcoin
Author Gyroscopic Investing Harry Browne
ASSET ALLOCATION
Stocks 30% 25%
Fixed Income 60% 50%
Commodities 10% 25%
PERFORMANCES
Annualized Return (%) 27.87 21.70
Infl. Adjusted Return (%) 24.47 18.46
DRAWDOWN
Deepest Drawdown Depth (%) -6.01 -2.29
Start to Recovery (months) 3 2
Longest Drawdown Depth (%) -6.01 -0.49
Start to Recovery (months) 3 2
Longest Negative Period (months) 4 1
RISK INDICATORS
Standard Deviation (%) 12.65 6.11
Sharpe Ratio 1.79 2.70
Sortino Ratio 2.19 3.41
Ulcer Index 1.96 0.65
Ratio: Return / Standard Deviation 2.20 3.55
Ratio: Return / Deepest Drawdown 4.64 9.47
Metrics calculated over the period 1 December 2023 - 30 November 2024
Swipe left to see all data
Desert Portfolio 2x Leveraged Permanent Portfolio with Bitcoin
Author Gyroscopic Investing Harry Browne
ASSET ALLOCATION
Stocks 30% 25%
Fixed Income 60% 50%
Commodities 10% 25%
PERFORMANCES
Annualized Return (%) 5.85 8.26
Infl. Adjusted Return (%) 1.61 3.92
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -16.89
Start to Recovery (months) 35* 27
Longest Drawdown Depth (%) -34.04 -16.89
Start to Recovery (months) 35* 27
Longest Negative Period (months) 47 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 17.10 9.26
Sharpe Ratio 0.21 0.65
Sortino Ratio 0.28 0.92
Ulcer Index 16.59 6.18
Ratio: Return / Standard Deviation 0.34 0.89
Ratio: Return / Deepest Drawdown 0.17 0.49
Metrics calculated over the period 1 December 2019 - 30 November 2024
Swipe left to see all data
Desert Portfolio 2x Leveraged Permanent Portfolio with Bitcoin
Author Gyroscopic Investing Harry Browne
ASSET ALLOCATION
Stocks 30% 25%
Fixed Income 60% 50%
Commodities 10% 25%
PERFORMANCES
Annualized Return (%) 7.18 9.50
Infl. Adjusted Return (%) 4.12 6.38
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -16.89
Start to Recovery (months) 35* 27
Longest Drawdown Depth (%) -34.04 -16.89
Start to Recovery (months) 35* 27
Longest Negative Period (months) 52 39
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 13.68 8.50
Sharpe Ratio 0.41 0.93
Sortino Ratio 0.55 1.40
Ulcer Index 12.07 4.76
Ratio: Return / Standard Deviation 0.52 1.12
Ratio: Return / Deepest Drawdown 0.21 0.56
Metrics calculated over the period 1 December 2014 - 30 November 2024
Swipe left to see all data
Desert Portfolio 2x Leveraged Permanent Portfolio with Bitcoin
Author Gyroscopic Investing Harry Browne
ASSET ALLOCATION
Stocks 30% 25%
Fixed Income 60% 50%
Commodities 10% 25%
PERFORMANCES
Annualized Return (%) 10.25 17.55
Infl. Adjusted Return (%) 7.48 14.59
DRAWDOWN
Deepest Drawdown Depth (%) -34.04 -37.49
Start to Recovery (months) 35* 29
Longest Drawdown Depth (%) -34.04 -23.85
Start to Recovery (months) 35* 45
Longest Negative Period (months) 52 46
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.40 36.14
Sharpe Ratio 0.74 0.46
Sortino Ratio 0.99 1.37
Ulcer Index 10.01 13.41
Ratio: Return / Standard Deviation 0.83 0.49
Ratio: Return / Deepest Drawdown 0.30 0.47
Metrics calculated over the period 1 March 2010 - 30 November 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 March 2010 - 30 November 2024 (~15 years)

Loading data
Please wait
Swipe left to see all data
Desert Portfolio 2x Leveraged Permanent Portfolio with Bitcoin
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-34.04 35* Jan 2022
In progress
-16.89 27 Jan 2022
Mar 2024
-10.03 12 Aug 2016
Jul 2017
-7.55 14 Feb 2018
Mar 2019
-6.85 14 Feb 2015
Mar 2016
-6.28 14 Feb 2015
Mar 2016
-6.08 9 Aug 2016
Apr 2017
-6.04 4 Sep 2020
Dec 2020
-5.79 4 Sep 2021
Dec 2021
-5.23 4 Jan 2021
Apr 2021
-4.63 14 Feb 2018
Mar 2019
-3.61 3 Feb 2020
Apr 2020
-2.86 2 Sep 2021
Oct 2021
-2.67 3 Sep 2020
Nov 2020
-2.61 4 Jan 2021
Apr 2021

Loading data
Please wait
Swipe left to see all data
Desert Portfolio 2x Leveraged Permanent Portfolio with Bitcoin
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-37.49 29 Jul 2011
Nov 2013
-34.04 35* Jan 2022
In progress
-23.85 45 Dec 2013
Aug 2017
-16.89 27 Jan 2022
Mar 2024
-10.03 12 Aug 2016
Jul 2017
-8.09 6 May 2013
Oct 2013
-7.55 14 Feb 2018
Mar 2019
-6.85 14 Feb 2015
Mar 2016
-6.04 4 Sep 2020
Dec 2020
-5.79 4 Sep 2021
Dec 2021
-5.23 4 Jan 2021
Apr 2021
-4.63 14 Feb 2018
Mar 2019
-3.61 3 Feb 2020
Apr 2020
-3.56 2 Sep 2011
Oct 2011
-3.41 3 Sep 2014
Nov 2014

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 March 2010 - 30 November 2024 (~15 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

Loading data
Please wait

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.
Swipe left to see all data
Desert Portfolio 2x Leveraged Permanent Portfolio with Bitcoin
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 19.16 -6.01 16.78 -2.29
2023
 15.63 -13.22 14.40 -5.74
2022
 -30.56 -34.04 -13.80 -16.89
2021
 12.18 -5.79 5.48 -2.86
2020
 21.66 -6.04 21.66 -2.67
2019
 30.15 -1.15 17.66 -1.61
2018
 -5.84 -7.55 -3.19 -4.63
2017
 17.48 -1.28 38.10 -1.36
2016
 7.95 -10.03 7.85 -6.08
2015
 -1.47 -6.85 -2.15 -6.28
2014
 17.56 -3.41 8.31 -2.83
2013
 8.45 -8.09 122.23 -23.85
2012
 14.13 -2.65 9.90 -1.72
2011
 18.75 -3.56 40.38 -37.49