One more geo game - sensitivity to volatility

I've been playing a geometric return game in excel but that was limiting. It's quick to play but a burden to simulate something more than x,000 times which makes the results of simple expected value calcs sometimes unstable. So I switched to R for this game.  This time I wanted to see graphically how sensitive the cumulative geometric return is to volatility over short horizons.  Two strategies, unfairly cherry picked for the visual, are: 1) 9% return 20% std dev, 2) 7% return 10% std dev.  Then I ran each for 20 periods with a random draw each period calculating the cumulative geo return along the way. I was using an r function for the draw (rsnorm()) which I know is not realistic in terms of the return distribution but was an amateur convenience, something I'll work on later. I then repeated x times, in this case 10,000. I then did all that again with strategy 1 volatility changed in 2% increments to 22, 24 and 26% (dotted blue). Result, without interpretation: