Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VGIT Vanguard Intermediate-Term Treasury ETF | Government Bonds | 60% |
VTI Vanguard Total Stock Market ETF | Large Cap Blend Equities | 30% |
IAU iShares Gold Trust | Gold, Precious Metals | 10% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Gyroscopic Investing Desert Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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Returns By Period
As of Jun 24, 2026, the Gyroscopic Investing Desert Portfolio returned 2.26% Year-To-Date and 6.67% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -1.44% | -1.45% | 7.60% | 6.59% | 22.24% | 19.20% | 11.54% | 13.71% |
Portfolio Gyroscopic Investing Desert Portfolio | -0.57% | -0.91% | 2.26% | 1.57% | 11.25% | 11.20% | 5.58% | 6.67% |
| Portfolio components: | ||||||||
IAU iShares Gold Trust | -1.87% | -8.82% | -4.73% | -8.68% | 21.45% | 28.61% | 18.02% | 11.76% |
VGIT Vanguard Intermediate-Term Treasury ETF | 0.12% | 0.38% | -0.39% | -0.22% | 2.74% | 3.56% | 0.11% | 1.14% |
VTI Vanguard Total Stock Market ETF | -1.39% | -0.84% | 8.82% | 7.71% | 24.22% | 20.62% | 11.90% | 15.14% |
Monthly Returns
Based on dividend-adjusted daily data since Nov 23, 2009, Gyroscopic Investing Desert Portfolio's average daily return is +0.03%, while the average monthly return is +0.55%. At this rate, an investment would double in approximately 10.5 years.
Historically, 68% of months were positive and 32% were negative. The best month was Nov 2023 with a return of +4.9%, while the worst month was Sep 2022 at -5.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.
On a daily basis, Gyroscopic Investing Desert Portfolio closed higher 56% of trading days. The best single day was Nov 10, 2022 with a return of +3.0%, while the worst single day was Mar 12, 2020 at -2.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.67% | 1.80% | -3.71% | 2.95% | 1.53% | -1.84% | 2.26% | ||||||
| 2025 | 1.93% | 0.76% | -0.40% | 1.10% | 1.35% | 2.33% | 0.37% | 2.13% | 2.39% | 1.36% | 1.10% | 0.09% | 15.46% |
| 2024 | 0.36% | 0.73% | 2.16% | -2.21% | 2.42% | 1.51% | 2.52% | 1.57% | 1.81% | -1.23% | 2.13% | -1.76% | 10.30% |
| 2023 | 4.08% | -2.73% | 3.44% | 0.85% | -0.64% | 1.11% | 1.28% | -0.81% | -2.95% | -0.57% | 4.89% | 3.31% | 11.46% |
| 2022 | -2.93% | -0.37% | -0.88% | -4.41% | 0.00% | -2.92% | 3.68% | -3.13% | -5.11% | 1.80% | 3.94% | -2.00% | -12.09% |
| 2021 | -0.69% | -0.50% | 0.34% | 2.28% | 1.10% | 0.09% | 1.48% | 0.67% | -2.27% | 1.71% | -0.27% | 1.26% | 5.26% |
Benchmark Metrics
Gyroscopic Investing Desert Portfolio has an annualized alpha of 3.18%, beta of 0.26, and R2 of 0.61 versus S&P 500 Index. Calculated based on daily prices since November 23, 2009.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (33.52%) than losses (28.16%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 3.18% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.26 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 3.18%
- Beta
- 0.26
- R²
- 0.61
- Upside Capture
- 33.52%
- Downside Capture
- 28.16%
Expense Ratio
Gyroscopic Investing Desert Portfolio has an expense ratio of 0.05%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Gyroscopic Investing Desert Portfolio ranks 30 for risk / return — below 30% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Gyroscopic Investing Desert Portfolio and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.76 | 1.78 | -0.02 |
| Sortino ratioReturn per unit of downside risk | 2.45 | 2.44 | +0.01 |
| Omega ratioGain probability vs. loss probability | 1.33 | 1.32 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.19 | 2.46 | -0.26 |
| Martin ratioReturn relative to average drawdown | 9.21 | 10.92 | -1.71 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
IAU iShares Gold Trust | 22 | 0.79 | 1.14 | 1.17 | 0.88 | 2.37 |
VGIT Vanguard Intermediate-Term Treasury ETF | 22 | 0.82 | 1.24 | 1.14 | 0.97 | 2.61 |
VTI Vanguard Total Stock Market ETF | 59 | 1.90 | 2.59 | 1.34 | 2.73 | 12.14 |
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Dividends
Dividend yield
Gyroscopic Investing Desert Portfolio provided a 2.63% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.63% | 2.61% | 2.58% | 2.07% | 1.54% | 1.38% | 1.77% | 1.87% | 1.84% | 1.52% | 1.59% | 1.61% |
| Portfolio components: | ||||||||||||
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.86% | 3.79% | 3.67% | 2.73% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% |
VTI Vanguard Total Stock Market ETF | 1.04% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Gyroscopic Investing Desert Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Gyroscopic Investing Desert Portfolio was 16.15%, occurring on Oct 14, 2022. Recovery took 349 trading sessions.
The current Gyroscopic Investing Desert Portfolio drawdown is 1.84%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -16.15%Oct 2022 | 11mo 8d | 1y 4mo | 2y 3moNov 2021 - Mar 2024 |
COVID crash2020 | -8.85%Mar 2020 | 26d | 1mo 12d | 2mo 8dFeb 2020 - Apr 2020 |
2026 pullback2026 | -5.15%Mar 2026 | 25d | 1mo 10d | 2mo 5dMar 2026 - May 2026 |
2025 selloff2025 | -4.37%Apr 2025 | 1mo 17d | 20d | 2mo 7dFeb 2025 - Apr 2025 |
Rate-hike selloffLate 2018 | -4.26%Dec 2018 | 3mo 26d | 1mo 7d | 5mo 3dAug 2018 - Jan 2019 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
AI Analysis
The gist
The portfolio is a plain three-sleeve macro mix: government bonds, U.S. equities, and gold, which is a respectable way to express the view that not every asset has to care about the same thing at the same time.
The numbers
- Diversification ratio is 1.61 since inception, 86.3th percentile on the platform, with the shorter windows still decent at 1.38 over 1Y and 1.47 over 3Y.
- Effective asset count is 2.17 of 3, so the weights are not equal, but they are spread enough that concentration is not the main story.
- Pairwise correlations are low: the average is 0.05, with Vanguard Intermediate-Term Treasury ETF (VGIT) and Vanguard Total Stock Market ETF (VTI) at -0.21 and VTI and iShares Gold Trust (IAU) at 0.07.
The good
- VGIT and VTI give the portfolio a genuinely different economic driver set, which is why the portfolio earns a DR above 1.5 over longer windows.
- IAU adds a third return stream that is not just another equity variant; in some sense, it is the portfolio’s insurance policy with a price chart.
The bad
- VTI still dominates portfolio behavior at 0.76 correlation to the whole, so the equity sleeve remains the main event.
- The VGIT and IAU pair at 0.30 is not disastrous, just a reminder that “safe” and “uncorrelated” are not synonyms.
The ugly
- If inflation shocks arrive through real yields rather than recession, VGIT and IAU can both fail to do the comforting thing at once, and the portfolio’s tidy triangle gets less tidy.
Next steps
- Portfolios with this profile are often better understood as a balance of recession, disinflation, and monetary-policy exposures than as a simple equity allocation with decoration.
- The shorter-horizon DR of 1.38 suggests the diversification benefit is present, but less dramatic lately than over the full history.
- The cluster structure shows three separate sleeves rather than one hidden bet, which is usually the point.
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.17, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.38 | 1.47 | 1.45 | 1.52 | 1.61 |
The portfolio has a diversification ratio of 1.61, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Gyroscopic Investing Desert Portfolio correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2009 | 0.75 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while VGIT has the lowest at -0.21.
Asset Correlations Table
Find what Gyroscopic Investing Desert Portfolio is missing
See which holdings overlap, where Gyroscopic Investing Desert Portfolio is concentrated, and which low-correlation assets could fill the gaps.
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