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 3, 2026, the Gyroscopic Investing Desert Portfolio returned 4.16% Year-To-Date and 6.90% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.13% | 5.25% | 11.16% | 11.43% | 28.20% | 21.12% | 12.66% | 13.75% |
Portfolio Gyroscopic Investing Desert Portfolio | 0.12% | 1.36% | 4.16% | 4.53% | 14.40% | 11.91% | 6.01% | 6.90% |
| Portfolio components: | ||||||||
IAU iShares Gold Trust | 0.18% | -2.65% | 4.00% | 6.47% | 32.38% | 31.72% | 18.82% | 13.42% |
VGIT Vanguard Intermediate-Term Treasury ETF | 0.03% | -0.23% | -0.27% | -0.28% | 3.64% | 3.47% | 0.15% | 1.25% |
VTI Vanguard Total Stock Market ETF | 0.26% | 5.37% | 12.01% | 12.40% | 30.01% | 22.37% | 13.05% | 15.13% |
Monthly Returns
Based on dividend-adjusted daily data since Nov 24, 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% | -0.02% | 4.16% | ||||||
| 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 3.27%, beta of 0.26, and R2 of 0.61 versus S&P 500 Index. Calculated based on daily prices since November 24, 2009.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (33.32%) than losses (27.30%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 3.27% 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
- 3.27%
- Beta
- 0.26
- R²
- 0.61
- Upside Capture
- 33.32%
- Downside Capture
- 27.30%
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 48 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
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.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.45 | 2.39 | +0.06 |
Sortino ratioReturn per unit of downside risk | 3.46 | 3.25 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.43 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.80 | 3.11 | -0.31 |
Martin ratioReturn relative to average drawdown | 12.21 | 14.38 | -2.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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 | 34 | 1.23 | 1.63 | 1.25 | 1.87 | 4.69 |
VGIT Vanguard Intermediate-Term Treasury ETF | 28 | 1.08 | 1.65 | 1.19 | 1.20 | 3.64 |
VTI Vanguard Total Stock Market ETF | 74 | 2.48 | 3.37 | 1.45 | 3.44 | 15.88 |
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Dividends
Dividend yield
Gyroscopic Investing Desert Portfolio provided a 2.62% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.62% | 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 | 1.01% | 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 0.02%.
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
Thesis
The portfolio is a classic three-sleeve mix: duration via Government Bonds (VGIT), equity beta via Vanguard Total Stock Market ETF (VTI), and a small hedge in gold via iShares Gold Trust (IAU). It is betting less on any one asset class than on the fact that their worst moments do not usually arrive together.
The numbers
- The diversification ratio is 1.44 at 1Y and 1.62 incept, which sits at the 61.9th and 85.2nd percentiles; that is real diversification, not just three labels in a trench coat.
- Effective asset count is 2.17 of 3, so the weights are meaningfully spread, though not evenly enough to make the portfolio feel like three independent bets.
- Pairwise correlations are low overall, with a mean of 0.05 and a low of -0.21 between VGIT and VTI.
What works
- VGIT and VTI are negatively correlated, which gives the portfolio the cleanest source of ballast in the set.
- IAU’s modest correlation with both sleeves makes it a genuine third driver rather than a decorative one.
- The cluster structure is simple: each position stands on its own.
What does not
- VGIT carries 60% of the weight, so the portfolio’s behavior is still largely a rates-and-duration story.
- VGIT and IAU have the highest correlation at 0.30; in some sense, the “diversifiers” are not entirely strangers to each other.
Stress Scenario
- A rising-real-yields environment is the obvious nuisance: bonds and gold can both lose their usual defensive character while equities also reprice.
- In a liquidity shock, the neat negative correlation between VGIT and VTI can get less helpful than the label suggests.
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 | 1.44 | 1.49 | 1.46 | 1.53 | 1.62 |
The portfolio has a diversification ratio of 1.62, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
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 24, 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 -0.22.
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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