GEM Strategy vs Larry Portfolio

A head-to-head comparison analyzing Gary Antonacci's dynamic tactical dual-momentum approach against the passive buy-and-hold benchmark that has defined balanced portfolio construction for decades.

Performance & Risk Metrics (2016-2026)

Metric GEM (Dual Momentum) Larry Portfolio
CAGR (10-Year Annualized Return) 13.7% 9.1%
Max Drawdown -22.0% -24.5%
Sharpe Ratio (Risk-Adjusted Return) 0.72 0.52
Volatility (Annualized StdDev) 12.5% 12.2%
Best Calendar Year +33.4% +28.9%
Worst Calendar Year -10.3% -19.8%
Strategy Type Tactical Asset Allocation (Trend following) Passive Portfolio (Strategic Buy & Hold)
Rebalancing Frequency Monthly (on momentum signals) Annually (fixed target weights)

GEM Strategy Philosophy

GEM uses momentum to dynamically switch between US equities, international equities, and bonds each month. The strategy is purely tactical — it holds the asset with the strongest recent trend and moves to safety when equities enter bear markets.

Larry Portfolio Philosophy

The Larry Portfolio is a permanently passive strategy that concentrates equity exposure in small-cap value stocks (the highest-returning equity factor) and uses safe short-term bonds to reduce overall volatility. It never trades based on market signals.

Deep Dive

Want to master this strategy? Read our definitive Global Equity Momentum (GEM) Guide to understand the core rules, historical performance, and exact ETF implementations.

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Which Strategy is Right For You?

Choose GEM if: You are comfortable with monthly monitoring, invest via tax-advantaged accounts (like IRAs or 401ks in the US, or tax-wrapped accounts in Europe), and want to maximize long-term growth while protecting capital from major multi-year bear markets.

Choose 60/40 if: You prefer a hands-off, "set and forget" approach, have a taxable investment account where frequent turnover triggers capital gains tax, and can emotionally tolerate drawdowns of 20-30% without panic-selling.

Analyze GEM Strategy Analyze 60/40 Portfolio
MK
Marcin Kowalski Quantitative Researcher

Marcin Kowalski designs and backtests rules-based quantitative strategies. He holds an MS in Quantitative Finance and leads research for systematic asset allocation at StrategyIndex.io.

Backtest Methodology

Backtests are based on historical monthly Total Return data (dividends reinvested) of proxy index ETFs. We assume zero transaction slippage, annual/monthly rebalancing frequency, and no leverage. All calculations are executed systematically without human discretion.

Data Sources & Integrity

Historical figures are sourced from Yahoo Finance API, Tiingo Cloud API, and FRED Federal Reserve Database.

Last Data Update: June 30, 2026
Educational Purpose Only & Disclaimer

All content and calculation tools on StrategyIndex.io are intended solely for educational, research, and informational purposes. They do not constitute financial advice, tax planning, investment recommendations, or legal counsel. Hypothetical backtesting results have inherent limitations and do not represent actual trading. Past performance is never an indicator or guarantee of future returns. Asset allocation models are subject to market volatility, tracking errors, and strategy breakdown. Consult a certified financial planner before making any investment decisions.