Data Source: from January 1978 to September 2021

Last Update: 30 September 2021

The Golden Butterfly Portfolio is exposed for 40% on the Stock Market and for 20% on Commodities.

It's a High Risk portfolio and it can be replicated with 5 ETFs.

In the last 10 years, the portfolio obtained a 7.79% compound annual return, with a 6.71% standard deviation.

In the last 25 years, a 8.16% compound annual return, with a 7.43% standard deviation.

In 2020, the portfolio granted a 1.09% dividend yield. If you are interested in getting periodic income, please refer to the Golden Butterfly Portfolio: Dividend Yield page.

Asset Allocation and ETFs

The Golden Butterfly Portfolio has the following asset allocation:

40% Stocks
40% Fixed Income
20% Commodities

The Golden Butterfly Portfolio can be replicated with the following ETFs:

Weight Ticker ETF Name Investment Themes
20.00 % IJS iShares S&P Small-Cap 600 Value Equity, U.S., Small Cap, Value
20.00 % VTI Vanguard Total Stock Market Equity, U.S., Large Cap
20.00 % SHY iShares 1-3 Year Treasury Bond Bond, U.S., Short Term
20.00 % TLT iShares 20+ Year Treasury Bond Bond, U.S., Long-Term
20.00 % GLD SPDR Gold Trust Commodity, Gold
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns

The Golden Butterfly Portfolio guaranteed the following returns.

GOLDEN BUTTERFLY PORTFOLIO RETURNS (%)
Last Update: 30 September 2021
Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) 20Y(*) 25Y(*)
Golden Butterfly Portfolio -2.45 -1.08 +3.59 +12.49 +10.22 +8.04 +7.79 +8.47 +8.16
Components
IJS
iShares S&P Small-Cap 600 Value
-1.46 -4.03 +0.66 +66.24 +8.16 +11.74 +14.78 +10.60 +10.64
VTI
Vanguard Total Stock Market
-4.46 -0.03 +8.10 +32.16 +16.05 +16.88 +16.60 +10.07 +9.79
SHY
iShares 1-3 Year Treasury Bond
-0.10 +0.03 -0.02 -0.10 +2.53 +1.51 +1.03 +2.20 +3.12
TLT
iShares 20+ Year Treasury Bond
-2.91 +0.36 +7.41 -10.30 +9.25 +3.19 +4.33 +6.48 +7.06
GLD
SPDR Gold Trust
-3.22 -0.85 +2.66 -7.28 +13.35 +5.50 +0.38 +8.97 +6.02
(*) annualized
Portfolio returns are calculated assuming:
  • a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
  • the reinvestment of dividends

If you are interested in getting periodic income, please refer to the Golden Butterfly Portfolio: Dividend Yield page.

Historical Returns

Golden Butterfly Portfolio - Historical returns and stats.

GOLDEN BUTTERFLY PORTFOLIO
Last Update: 30 September 2021
Swipe left to see all data
Period Returns
Sep 2021
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-2.45%
-2.45%
Sep 2021 - Sep 2021
0 - 1
3M
-1.08%
-2.45%
Sep 2021 - Sep 2021
2 - 1
6M
+3.59%
-2.45%
Sep 2021 - Sep 2021
4 - 2
YTD
+4.95%
-2.45%
Sep 2021 - Sep 2021
6 - 3
1Y
+12.49%
6.36%
-2.45%
Sep 2021 - Sep 2021
8 - 4
3Y
+10.22%
annualized
8.50%
-7.15%
Feb 2020 - Mar 2020
26 - 10
5Y
+8.04%
annualized
7.12%
-7.15%
Feb 2020 - Mar 2020
44 - 16
10Y
+7.79%
annualized
6.71%
-7.15%
Feb 2020 - Mar 2020
82 - 38
20Y
+8.47%
annualized
7.36%
-14.80%
Mar 2008 - Feb 2009
163 - 77
25Y
+8.16%
annualized
7.43%
-14.80%
Mar 2008 - Feb 2009
201 - 99
MAX
01 Jan 1978
+10.05%
annualized
8.24%
-14.80%
Mar 2008 - Feb 2009
351 - 174
* Annualized St.Dev. of monthly returns

Similar portfolios, ordered by 5 Years annualized return.

These portfolios share asset allocation strategy and/or similar asset weights. Comparing their returns and drawdowns, you can get an idea of the risk you are facing implementing one of them.

5 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
Golden Butterfly with Bitcoin
+14.81% -8.01% 40 40 20 Compare
Golden Butterfly
+8.04% -7.15% 40 40 20

Best Classic Portfolios, with High Risk, ordered by 25 Years annualized return.

25 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
Yale Endowment
David Swensen
+8.94% -39.46% 70 30 0 Compare
Simple Path to Wealth
JL Collins
+8.92% -38.54% 75 25 0 Compare
Talmud Portfolio
Roger Gibson
+8.85% -40.18% 66.67 33.33 0 Compare
Late Sixties and Beyond
Burton Malkiel
+8.64% -41.80% 71 29 0 Compare
Lazy Portfolio
David Swensen
+8.43% -40.88% 70 30 0 Compare

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns ( more details)

Golden Butterfly Portfolio: annualized rolling and average returns

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+10.39% +49.49%
Jul 1982 - Jun 1983
-14.81%
Mar 2008 - Feb 2009
9.73%
2 Years
+10.00% +29.93%
Dec 1978 - Nov 1980
-3.82%
Mar 2007 - Feb 2009
1.79%
3 Years
+9.70% +22.31%
Aug 1984 - Jul 1987
+0.58%
Mar 2006 - Feb 2009
0.00%
5 Years
+9.63% +20.44%
Jul 1982 - Jun 1987
+3.16%
Apr 1998 - Mar 2003
0.00%
7 Years
+9.52% +17.47%
Apr 1979 - Mar 1986
+5.12%
Apr 2013 - Mar 2020
0.00%
10 Years
+9.39% +15.57%
Mar 1978 - Feb 1988
+6.15%
Mar 1999 - Feb 2009
0.00%
15 Years
+9.27% +13.54%
Dec 1978 - Nov 1993
+7.09%
Mar 1994 - Feb 2009
0.00%
20 Years
+9.16% +12.90%
Apr 1978 - Mar 1998
+7.13%
Jan 1999 - Dec 2018
0.00%

* Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Golden Butterfly Portfolio: Rolling Returns page.

Seasonality and Yearly/Monthly Returns

Golden Butterfly Portfolio Seasonality: in which months is it better to invest?

In the table below, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.

Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
1.08
73%
0.38
61%
0.44
64%
1.25
73%
0.91
68%
0.76
55%
0.71
66%
1.04
70%
0.51
61%
0.01
56%
1.47
79%
1.41
77%
Best
Year
6.7
1980
4.8
1986
5.3
1986
7.6
1980
5.8
2003
7.1
1980
5.0
2020
10.1
1982
5.5
1979
8.4
1982
5.8
1979
8.4
1979
Worst
Year
-6.0
2009
-4.4
2009
-10.7
1980
-4.4
2004
-2.9
1984
-2.8
2013
-4.7
2002
-6.4
1998
-3.3
2014
-10.3
2008
-3.4
1978
-2.6
1981
Statistics calculated for the period Jan 1978 - Sep 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns of Golden Butterfly Portfolio

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+4.95% -0.2 0.6 0.9 2.5 2.4 -0.3 0.4 1.0 -2.5
2020
+13.93% 1.3 -2.0 -5.3 6.0 1.5 1.7 5.0 0.8 -2.3 -0.8 4.3 3.5
2019
+18.03% 4.9 1.3 0.3 1.3 -1.8 4.8 0.6 2.4 0.1 1.2 0.6 1.3
2018
-4.03% 1.3 -2.6 0.6 -0.2 2.0 -0.3 0.5 1.3 -1.3 -3.9 1.0 -2.3
2017
+10.96% 1.4 2.0 -0.3 1.0 0.1 0.4 0.9 1.1 0.9 0.4 1.6 1.0
2016
+10.82% 0.0 3.4 2.9 1.5 -0.8 3.7 2.6 -0.7 0.1 -2.7 0.0 0.7
2015
-3.71% 2.2 -0.5 -0.2 -1.0 0.1 -1.4 -0.6 -1.7 -1.2 3.1 -0.9 -1.6
2014
+9.13% 0.7 3.2 -0.2 0.1 0.6 2.5 -2.0 2.8 -3.3 2.0 1.2 1.4
2013
+6.26% 1.4 -0.1 1.8 -0.1 -1.0 -2.8 3.6 -1.0 1.8 2.1 0.4 0.1
2012
+8.84% 4.8 0.1 0.2 0.3 -2.4 1.8 1.0 2.1 1.6 -1.5 0.7 0.1
2011
+8.86% -1.5 3.1 0.8 3.1 -0.2 -1.7 1.6 2.0 -3.0 4.7 0.9 -1.0
2010
+16.54% -0.8 2.2 2.3 3.7 -1.8 -1.0 1.3 0.6 4.2 1.4 0.7 2.9
2009
+10.77% -6.0 -4.4 3.1 3.3 2.8 -0.7 4.5 2.0 3.5 -1.5 5.0 -0.5
2008
-4.18% 0.9 0.2 -0.9 -0.2 0.7 -1.7 0.1 -0.2 -1.4 -10.3 2.9 6.6
2007
+9.58% 1.2 0.8 -0.1 1.8 0.8 -1.3 -0.8 1.4 3.1 2.5 -1.3 1.2
2006
+12.44% 4.2 0.1 1.3 2.3 -1.9 -0.8 0.6 1.4 0.1 2.4 3.0 -0.6
2005
+8.04% -1.2 1.2 -1.3 -0.3 1.9 2.3 0.9 0.5 0.8 -1.8 3.3 1.5
2004
+9.88% 0.6 1.2 1.8 -4.4 0.8 1.9 -1.6 1.8 1.9 1.4 3.5 0.8
2003
+18.85% -0.3 -1.5 -0.9 3.7 5.8 -0.2 -0.1 3.0 0.9 2.5 2.0 2.8
2002
+3.15% 1.0 1.0 1.8 1.5 0.4 -2.2 -4.7 1.8 -1.1 0.4 1.7 1.9
2001
+2.71% 1.9 -2.1 -2.9 2.8 1.3 0.6 0.3 -0.2 -2.7 1.6 1.2 1.4
2000
+6.88% -2.2 2.9 1.5 -1.1 -1.2 3.3 -0.3 3.3 -1.2 -0.4 -2.1 4.5
1999
+4.24% 0.6 -3.4 0.3 3.2 -1.3 1.7 -1.5 -1.2 2.6 0.9 0.6 1.9
1998
+8.03% 1.4 2.3 2.4 1.2 -2.1 1.4 -2.5 -6.4 4.8 1.7 2.4 1.7
1997
+13.09% 0.3 0.8 -2.5 1.4 3.9 2.1 3.8 -0.9 3.9 -1.8 0.5 1.2
1996
+8.18% 1.7 -0.6 0.1 0.5 1.2 -0.4 -2.2 1.6 2.1 1.4 3.0 -0.4
1995
+21.86% 0.9 2.7 1.9 1.5 2.8 1.9 1.4 1.3 1.7 -0.4 2.7 1.6
1994
-1.98% 1.2 -1.4 -2.4 -0.7 0.6 -0.9 1.6 1.7 -0.7 -0.4 -1.6 1.1
1993
+14.50% 1.8 1.1 1.9 0.2 2.5 1.4 1.8 0.9 -0.4 1.5 -1.4 2.5
1992
+9.15% 0.7 1.4 -1.6 0.0 1.3 -0.1 3.5 -1.4 1.6 -0.5 1.9 2.0
1991
+19.14% 1.8 3.4 1.6 1.1 2.0 -1.6 2.1 1.7 0.8 1.2 -1.4 5.1
1990
-2.51% -2.9 0.4 -1.1 -2.0 3.8 -0.2 0.4 -3.9 -0.9 -1.8 3.8 2.0
1989
+14.78% 2.0 -0.9 1.1 2.5 1.8 2.0 3.0 0.0 0.3 -0.4 2.3 0.1
1988
+9.18% 2.2 1.7 1.0 0.1 -0.3 2.7 -0.5 -1.1 1.2 1.8 -0.9 1.0
1987
+5.10% 5.6 2.7 1.5 -0.6 -0.2 2.0 2.5 1.0 -1.2 -9.2 -0.7 2.4
1986
+17.75% 2.1 4.8 5.3 0.2 1.2 2.6 -2.4 4.8 -1.5 0.4 0.4 -1.1
1985
+25.09% 4.6 -1.4 3.4 0.4 3.8 1.8 0.8 1.0 -1.9 2.7 4.2 3.5
1984
+3.75% 0.0 -0.9 -0.1 -0.9 -2.9 0.9 -0.8 5.5 1.1 1.4 0.3 0.4
1983
+11.13% 3.0 -0.7 2.1 5.0 0.8 0.9 -1.4 -0.5 2.2 -2.5 3.1 -1.2
1982
+28.31% -1.7 -2.1 -1.7 5.3 -2.1 -1.9 2.6 10.1 2.6 8.4 4.2 2.4
1981
-1.23% -3.5 -0.7 4.6 -2.0 2.1 -1.8 -2.1 -2.6 -2.4 5.1 5.1 -2.6
1980
+15.59% 6.7 -3.4 -10.7 7.6 5.4 7.1 0.2 0.8 1.7 -1.1 2.7 -0.9
1979
+38.92% 4.1 0.2 2.6 1.1 2.7 3.5 2.5 4.2 5.5 -6.5 5.8 8.4
1978
+13.30% -0.4 1.0 1.9 1.8 3.1 -0.2 4.6 4.1 0.5 -4.2 -3.4 4.2

* Note:
Portofolio Returns, up to December 2004, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, it has been used:

  • IJS - iShares S&P Small-Cap 600 Value: simulated historical serie, up to December 2000
  • VTI - Vanguard Total Stock Market: simulated historical serie, up to December 2001
  • SHY - iShares 1-3 Year Treasury Bond: simulated historical serie, up to December 2002
  • TLT - iShares 20+ Year Treasury Bond: simulated historical serie, up to December 2002
  • GLD - SPDR Gold Trust: simulated historical serie, up to December 2004
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