Paul Boyer Portfolio vs Gyroscopic Investing Desert Portfolio Portfolio Comparison

Simulation Settings
Period: January 1976 - December 2024 (~49 years)
Consolidated Returns as of 31 December 2024
Rebalancing: at every Jan 1st
Currency: USD
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Results
30 Years
All (since January 1976)
Paul Boyer Portfolio
1.00$
Initial Capital
January 1995
6.55$
Final Capital
December 2024
6.46%
Yearly Return
7.52%
Std Deviation
-18.04%
Max Drawdown
39months
Recovery Period
1.00$
Initial Capital
January 1976
49.42$
Final Capital
December 2024
8.29%
Yearly Return
8.29%
Std Deviation
-18.04%
Max Drawdown
39months
Recovery Period
Gyroscopic Investing Desert Portfolio
1.00$
Initial Capital
January 1995
7.64$
Final Capital
December 2024
7.01%
Yearly Return
5.51%
Std Deviation
-14.72%
Max Drawdown
27months
Recovery Period
1.00$
Initial Capital
January 1976
52.67$
Final Capital
December 2024
8.43%
Yearly Return
6.44%
Std Deviation
-14.72%
Max Drawdown
27months
Recovery Period

As of December 2024, in the previous 30 Years, the Paul Boyer Portfolio obtained a 6.46% compound annual return, with a 7.52% standard deviation. It suffered a maximum drawdown of -18.04% that required 39 months to be recovered.

As of December 2024, in the previous 30 Years, the Gyroscopic Investing Desert Portfolio obtained a 7.01% compound annual return, with a 5.51% standard deviation. It suffered a maximum drawdown of -14.72% that required 27 months to be recovered.

Table of contents

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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Paul Boyer Portfolio
Weight
(%)		 ETF
Ticker		 Name
12.50
EEM
iShares MSCI Emerging Markets
12.50
IJR
iShares Core S&P Small-Cap
25.00
SHY
iShares 1-3 Year Treasury Bond
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 Dec 31, 2024

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
  • the actual US Inflation rates.
RETURN COMPARISON
Period: 1 January 1976 - 31 December 2024 (~49 years)
Swipe left to see all data
Return (%) as of Dec 31, 2024
YTD
(12M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~49Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_author_none.webp Paul Boyer Portfolio
Paul Boyer 		7.52 -3.05 4.68 7.52 3.01 3.77 6.46 8.29
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_gyroscopic_investing.webp Desert Portfolio
Gyroscopic Investing 		10.90 -1.63 5.39 10.90 5.50 5.40 7.01 8.43
Return over 1 year are annualized.
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Capital Growth as of Dec 31, 2024

Paul Boyer Portfolio: an investment of 1$, since January 1995, now would be worth 6.55$, with a total return of 554.88% (6.46% annualized).

Gyroscopic Investing Desert Portfolio: an investment of 1$, since January 1995, now would be worth 7.64$, with a total return of 663.60% (7.01% annualized).


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Paul Boyer Portfolio: an investment of 1$, since January 1976, now would be worth 49.42$, with a total return of 4841.86% (8.29% annualized).

Gyroscopic Investing Desert Portfolio: an investment of 1$, since January 1976, now would be worth 52.67$, with a total return of 5166.71% (8.43% annualized).


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Portfolio Metrics as of Dec 31, 2024

The following metrics, updated as of 31 December 2024, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 January 2024 - 31 December 2024 (1 year)
Period: 1 January 2020 - 31 December 2024 (5 years)
Period: 1 January 2015 - 31 December 2024 (10 years)
Period: 1 January 1995 - 31 December 2024 (30 years)
Period: 1 January 1976 - 31 December 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 (%) 7.52 10.90
Infl. Adjusted Return (%) 4.90 8.20
DRAWDOWN
Deepest Drawdown Depth (%) -3.36 -2.08
Start to Recovery (months) 3* 2
Longest Drawdown Depth (%) -3.36 -2.08
Start to Recovery (months) 3* 2
Longest Negative Period (months) 4* 3*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.28 5.31
Sharpe Ratio 0.32 1.07
Sortino Ratio 0.45 1.32
Ulcer Index 1.26 0.78
Ratio: Return / Standard Deviation 1.03 2.05
Ratio: Return / Deepest Drawdown 2.24 5.25
Metrics calculated over the period 1 January 2024 - 31 December 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 (%) 3.01 5.50
Infl. Adjusted Return (%) -1.07 1.33
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) 47 38
RISK INDICATORS
Standard Deviation (%) 9.03 7.47
Sharpe Ratio 0.07 0.42
Sortino Ratio 0.11 0.57
Ulcer Index 7.43 5.33
Ratio: Return / Standard Deviation 0.33 0.74
Ratio: Return / Deepest Drawdown 0.17 0.37
Metrics calculated over the period 1 January 2020 - 31 December 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 (%) 3.77 5.40
Infl. Adjusted Return (%) 0.79 2.37
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 (%) 7.78 5.94
Sharpe Ratio 0.28 0.64
Sortino Ratio 0.41 0.87
Ulcer Index 5.86 3.86
Ratio: Return / Standard Deviation 0.49 0.91
Ratio: Return / Deepest Drawdown 0.21 0.37
Metrics calculated over the period 1 January 2015 - 31 December 2024
Swipe left to see all data
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 (%) 6.46 7.01
Infl. Adjusted Return (%) 3.85 4.38
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 (%) 7.52 5.51
Sharpe Ratio 0.56 0.86
Sortino Ratio 0.78 1.15
Ulcer Index 3.99 2.63
Ratio: Return / Standard Deviation 0.86 1.27
Ratio: Return / Deepest Drawdown 0.36 0.48
Metrics calculated over the period 1 January 1995 - 31 December 2024
Swipe left to see all data
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 (%) 8.29 8.43
Infl. Adjusted Return (%) 4.51 4.65
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 0.49 0.65
Sortino Ratio 0.70 0.92
Ulcer Index 3.89 2.47
Ratio: Return / Standard Deviation 1.00 1.31
Ratio: Return / Deepest Drawdown 0.46 0.57
Metrics calculated over the period 1 January 1976 - 31 December 2024
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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 January 1995 - 31 December 2024 (30 years)
Period: 1 January 1976 - 31 December 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
-3.94 13 Feb 2001
Feb 2002

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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
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1976 - 31 December 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
 7.52 -3.36 10.90 -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
Mastering Etf Investing
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Mastering ETF Investing
Build wealth
with Lazy Portfolios and Passive Investing
Buy now
English book
Buy now
Italian book