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 Jul 14, 2026, the Gyroscopic Investing Desert Portfolio returned 2.46% Year-To-Date and 6.50% of annualized return in the last 10 years.
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.79% | 1.13% | 7.92% | 9.79% | 19.89% | 18.60% | 11.43% | 13.27% |
Portfolio Gyroscopic Investing Desert Portfolio | -0.66% | -0.32% | 1.15% | 2.46% | 10.28% | 10.74% | 5.38% | 6.50% |
| Portfolio components: | ||||||||
IAU iShares Gold Trust | -2.60% | -4.98% | -13.00% | -7.29% | 18.88% | 26.67% | 16.68% | 11.37% |
VGIT Vanguard Intermediate-Term Treasury ETF | -0.27% | -0.40% | -0.65% | -0.68% | 2.56% | 3.46% | -0.10% | 1.13% |
VTI Vanguard Total Stock Market ETF | -0.78% | 1.22% | 8.45% | 10.96% | 21.85% | 19.76% | 12.01% | 14.67% |
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 +0.54%. At this rate, an investment would double in approximately 10.7 years.
Historically, 67% of months were positive and 33% 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% | -1.20% | -0.45% | 2.46% | |||||
| 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 3.15%, beta of 0.27, 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 (33.43%) than losses (28.02%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 3.15% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.27 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
- 3.15%
- Beta
- 0.27
- R²
- 0.61
- Upside Capture
- 33.43%
- Downside Capture
- 28.02%
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 36 for risk / return — below 36% 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 | 1.60 | 1.61 | -0.01 |
| Sortino ratioReturn per unit of downside risk | 2.22 | 2.22 | 0.00 |
| Omega ratioGain probability vs. loss probability | 1.30 | 1.29 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.01 | 2.21 | -0.21 |
| Martin ratioReturn relative to average drawdown | 8.19 | 9.61 | -1.42 |
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 | 0.68 | 1.02 | 1.15 | 0.72 | 1.77 |
VGIT Vanguard Intermediate-Term Treasury ETF | 24 | 0.76 | 1.15 | 1.13 | 0.91 | 2.31 |
VTI Vanguard Total Stock Market ETF | 66 | 1.71 | 2.36 | 1.31 | 2.46 | 10.78 |
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Dividends
Dividend yield
Gyroscopic Investing Desert Portfolio provided a 2.65% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.65% | 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 | 3.89% | 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 | 1.05% | 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 1.65%.
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-spoken 60/30/10 bet on a classic mix of rate duration, U.S. equities, and gold. The math says the sleeves do different jobs, though not so differently that the bond and gold pieces stop looking like cousins.
The numbers
- The diversification ratio is 1.61 since inception, 85.8th percentile on the platform, which is solidly diversified by the platform’s standards.
- The 1Y DR of 1.37 sits at the 57.1th percentile, weaker than the longer windows, so the sleeves have correlated somewhat more recently.
- Effective asset count is 2.17 of 3, so the portfolio is spread across three labels, but not in the sense of three equal engines of risk.
The good
- Vanguard Intermediate-Term Treasury (VGIT) and Vanguard Total Stock Market (VTI) have a -0.21 correlation, which is the cleanest source of ballast in the set.
- iShares Gold Trust (IAU) is only modestly linked to both equities and bonds, so the portfolio has a real third sleeve rather than a decorative one.
- The cluster data is clean: each position stands on its own, which is usually what diversification is trying to accomplish before it starts writing memos.
The bad
- The portfolio is still dominated by VGIT at 60%, so the risk budget is not evenly shared.
- IAU’s 0.3 correlation with VGIT means the bond-gold pairing is less “uncorrelated havens” and more “things investors reach for when macro gets uncomfortable,” which is not quite the same thing.
- VTI’s 0.76 correlation to the portfolio means equities still drive most of the day-to-day movement.
The ugly
- In a regime where rates rise and equity multiples compress at the same time, VGIT and VTI can fail to offset each other, and IAU may behave more like a mild cushion than a full counterweight.
Next steps
- Portfolios with this structure are often viewed as a two-factor core, with VGIT doing most of the dampening and IAU providing a separate macro hedge.
- The shorter-horizon DR suggests the correlations have tightened somewhat recently, so the portfolio’s diversification is present, but not inert.
- Portfolios like this usually look best when the bond sleeve is understood as duration exposure first and diversification second.
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 | 1.37 | 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.
Analyze Diversification