Tyler Golden Butterfly Portfolio vs David Swensen Yale Endowment Portfolio Portfolio Comparison

Simulation Settings
Period: January 1985 - June 2025 (~41 years)
Consolidated Returns as of 30 June 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
(1995/07 - 2025/06)
All Data
(1985/01 - 2025/06)
Inflation Adjusted:
Tyler Golden Butterfly Portfolio
1.00$
Invested Capital
July 1995
9.52$
Final Capital
June 2025
7.80%
Yearly Return
7.82%
Std Deviation
-17.79%
Max Drawdown
30months
Recovery Period
1.00$
Invested Capital
July 1995
4.52$
Final Capital
June 2025
5.16%
Yearly Return
7.82%
Std Deviation
-23.47%
Max Drawdown
49months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1985
29.47$
Final Capital
June 2025
8.71%
Yearly Return
7.63%
Std Deviation
-17.79%
Max Drawdown
30months
Recovery Period
1.00$
Invested Capital
January 1985
9.70$
Final Capital
June 2025
5.77%
Yearly Return
7.63%
Std Deviation
-23.47%
Max Drawdown
49months*
Recovery Period
* in progress
David Swensen Yale Endowment Portfolio
1.00$
Invested Capital
July 1995
10.47$
Final Capital
June 2025
8.14%
Yearly Return
10.86%
Std Deviation
-40.68%
Max Drawdown
38months
Recovery Period
1.00$
Invested Capital
July 1995
4.98$
Final Capital
June 2025
5.49%
Yearly Return
10.86%
Std Deviation
-41.66%
Max Drawdown
42months
Recovery Period
1.00$
Invested Capital
January 1985
39.82$
Final Capital
June 2025
9.52%
Yearly Return
10.69%
Std Deviation
-40.68%
Max Drawdown
38months
Recovery Period
1.00$
Invested Capital
January 1985
13.10$
Final Capital
June 2025
6.56%
Yearly Return
10.69%
Std Deviation
-41.66%
Max Drawdown
42months
Recovery Period

As of June 2025, in the previous 30 Years, the Tyler Golden Butterfly Portfolio obtained a 7.80% compound annual return, with a 7.82% standard deviation. It suffered a maximum drawdown of -17.79% that required 30 months to be recovered.

As of June 2025, in the previous 30 Years, the David Swensen Yale Endowment Portfolio obtained a 8.14% compound annual return, with a 10.86% standard deviation. It suffered a maximum drawdown of -40.68% that required 38 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.
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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Tyler Golden Butterfly Portfolio
Weight
(%)		 Ticker Name
20.00
IJS
iShares S&P Small-Cap 600 Value
20.00
VTI
Vanguard Total Stock Market
20.00
SHY
iShares 1-3 Year Treasury Bond
20.00
TLT
iShares 20+ Year Treasury Bond
20.00
GLD
SPDR Gold Trust
David Swensen Yale Endowment Portfolio
Weight
(%)		 Ticker Name
30.00
VTI
Vanguard Total Stock Market
20.00
VNQ
Vanguard Real Estate
15.00
VEA
Vanguard FTSE Developed Markets
5.00
EEM
iShares MSCI Emerging Markets
15.00
IEI
iShares 3-7 Year Treasury Bond
15.00
TIP
iShares TIPS Bond
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Portfolio Returns as of Jun 30, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
Return Comparison
Capital Growth
30 Years
(1995/07 - 2025/06)
All Data
(1985/01 - 2025/06)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Tyler Golden Butterfly
Tyler 		1 $ 9.52 $ 851.78% 7.80%
David Swensen Yale Endowment
David Swensen 		1 $ 10.47 $ 946.94% 8.14%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Tyler Golden Butterfly
Tyler 		1 $ 4.52 $ 352.35% 5.16%
David Swensen Yale Endowment
David Swensen 		1 $ 4.98 $ 397.58% 5.49%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Tyler Golden Butterfly
Tyler 		1 $ 29.47 $ 2 847.24% 8.71%
David Swensen Yale Endowment
David Swensen 		1 $ 39.82 $ 3 882.48% 9.52%
Jan 1985 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Tyler Golden Butterfly
Tyler 		1 $ 9.70 $ 869.66% 5.77%
David Swensen Yale Endowment
David Swensen 		1 $ 13.10 $ 1 210.26% 6.56%
Jan 1985 Jun 2025

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Return (%) as of Jun 30, 2025
YTD
(6M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~41Y)
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_tyler.webp Golden Butterfly
Tyler 		5.88 2.48 5.88 13.45 6.63 6.71 7.80 8.71
http://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_david_swensen.webp Yale Endowment
David Swensen 		7.39 2.86 7.39 12.38 8.42 7.14 8.14 9.52
Returns over 1 year are annualized.
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Portfolio Metrics as of Jun 30, 2025

The following metrics, updated as of 30 June 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 July 2024 - 30 June 2025 (1 year)
Period: 1 July 2020 - 30 June 2025 (5 years)
Period: 1 July 2015 - 30 June 2025 (10 years)
Period: 1 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1985 - 30 June 2025 (~41 years)
1 Year
5 Years
10 Years
30 Years
All (1985/01 - 2025/06)
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Golden Butterfly Yale Endowment
Author Tyler David Swensen
ASSET ALLOCATION
Stocks 40% 70%
Fixed Income 40% 30%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 13.45 12.38
Infl. Adjusted (%) 10.76 9.71
DRAWDOWN
Deepest Drawdown Depth (%) -3.42 -3.63
Start to Recovery (months) 7 6
Longest Drawdown Depth (%) -3.42 -3.63
Start to Recovery (months) 7 6
Longest Negative Period (months) 6 7
RISK INDICATORS
Standard Deviation (%) 7.06 7.97
Sharpe Ratio 1.25 0.97
Sortino Ratio 1.68 1.18
Ulcer Index 1.16 1.54
Ratio: Return / Standard Deviation 1.90 1.55
Ratio: Return / Deepest Drawdown 3.93 3.41
Metrics calculated over the period 1 July 2024 - 30 June 2025
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Golden Butterfly Yale Endowment
Author Tyler David Swensen
ASSET ALLOCATION
Stocks 40% 70%
Fixed Income 40% 30%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 6.63 8.42
Infl. Adjusted (%) 2.01 3.72
DRAWDOWN
Deepest Drawdown Depth (%) -17.79 -22.63
Start to Recovery (months) 30 31
Longest Drawdown Depth (%) -17.79 -22.63
Start to Recovery (months) 30 31
Longest Negative Period (months) 39 34
RISK INDICATORS
Standard Deviation (%) 9.96 12.30
Sharpe Ratio 0.40 0.47
Sortino Ratio 0.55 0.63
Ulcer Index 6.42 8.66
Ratio: Return / Standard Deviation 0.67 0.68
Ratio: Return / Deepest Drawdown 0.37 0.37
Metrics calculated over the period 1 July 2020 - 30 June 2025
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Golden Butterfly Yale Endowment
Author Tyler David Swensen
ASSET ALLOCATION
Stocks 40% 70%
Fixed Income 40% 30%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 6.71 7.14
Infl. Adjusted (%) 3.56 3.98
DRAWDOWN
Deepest Drawdown Depth (%) -17.79 -22.63
Start to Recovery (months) 30 31
Longest Drawdown Depth (%) -17.79 -22.63
Start to Recovery (months) 30 31
Longest Negative Period (months) 39 34
RISK INDICATORS
Standard Deviation (%) 8.57 11.15
Sharpe Ratio 0.57 0.48
Sortino Ratio 0.79 0.63
Ulcer Index 4.77 6.60
Ratio: Return / Standard Deviation 0.78 0.64
Ratio: Return / Deepest Drawdown 0.38 0.32
Metrics calculated over the period 1 July 2015 - 30 June 2025
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Golden Butterfly Yale Endowment
Author Tyler David Swensen
ASSET ALLOCATION
Stocks 40% 70%
Fixed Income 40% 30%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 7.80 8.14
Infl. Adjusted (%) 5.16 5.49
DRAWDOWN
Deepest Drawdown Depth (%) -17.79 -40.68
Start to Recovery (months) 30 38
Longest Drawdown Depth (%) -17.79 -40.68
Start to Recovery (months) 30 38
Longest Negative Period (months) 39 62
RISK INDICATORS
Standard Deviation (%) 7.82 10.86
Sharpe Ratio 0.71 0.54
Sortino Ratio 0.95 0.70
Ulcer Index 3.58 7.44
Ratio: Return / Standard Deviation 1.00 0.75
Ratio: Return / Deepest Drawdown 0.44 0.20
Metrics calculated over the period 1 July 1995 - 30 June 2025
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Golden Butterfly Yale Endowment
Author Tyler David Swensen
ASSET ALLOCATION
Stocks 40% 70%
Fixed Income 40% 30%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 8.71 9.52
Infl. Adjusted (%) 5.77 6.56
DRAWDOWN
Deepest Drawdown Depth (%) -17.79 -40.68
Start to Recovery (months) 30 38
Longest Drawdown Depth (%) -17.79 -40.68
Start to Recovery (months) 30 38
Longest Negative Period (months) 39 62
RISK INDICATORS
Standard Deviation (%) 7.63 10.69
Sharpe Ratio 0.73 0.60
Sortino Ratio 0.97 0.77
Ulcer Index 3.35 6.72
Ratio: Return / Standard Deviation 1.14 0.89
Ratio: Return / Deepest Drawdown 0.49 0.23
Metrics calculated over the period 1 January 1985 - 30 June 2025
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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DRAWDOWN COMPARISON
Period: 1 July 1995 - 30 June 2025 (30 years)
Period: 1 January 1985 - 30 June 2025 (~41 years)
30 Years
(1995/07 - 2025/06)

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Golden Butterfly Yale Endowment
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-40.68 38 Nov 2007
Dec 2010
-22.63 31 Jan 2022
Jul 2024
-17.79 30 Jan 2022
Jun 2024
-14.81 19 Mar 2008
Sep 2009
-14.79 7 Feb 2020
Aug 2020
-12.17 10 May 2011
Feb 2012
-10.97 9 Apr 1998
Dec 1998
-10.82 33 Sep 2000
May 2003
-9.44 8 May 1998
Dec 1998
-8.41 7 Sep 2018
Mar 2019
-7.16 5 Feb 2020
Jun 2020
-6.86 12 Jun 2002
May 2003
-6.50 15 Mar 2015
May 2016
-6.37 8 Sep 2018
Apr 2019
-6.25 14 Feb 2015
Mar 2016

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Golden Butterfly Yale Endowment
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-40.68 38 Nov 2007
Dec 2010
-22.63 31 Jan 2022
Jul 2024
-17.79 30 Jan 2022
Jun 2024
-16.20 16 Sep 1987
Dec 1988
-14.81 19 Mar 2008
Sep 2009
-14.79 7 Feb 2020
Aug 2020
-12.63 14 Jan 1990
Feb 1991
-12.17 10 May 2011
Feb 2012
-10.97 9 Apr 1998
Dec 1998
-10.93 17 Sep 1987
Jan 1989
-10.82 33 Sep 2000
May 2003
-9.44 8 May 1998
Dec 1998
-8.41 7 Sep 2018
Mar 2019
-8.21 16 Feb 1994
May 1995
-7.94 14 Jan 1990
Feb 1991

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Annualized Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 30 June 2025 (~41 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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Yearly Returns

For each year, the following table provides the return and intra-year drawdown. The highlighted returns represent the highest values for that specific year.

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Golden Butterfly Yale Endowment
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 5.88 -0.53 7.39 -2.00
2024
 10.73 -3.42 9.42 -3.92
2023
 11.98 -8.08 14.45 -8.62
2022
 -13.35 -17.79 -17.82 -22.63
2021
 9.35 -2.45 17.84 -3.58
2020
 13.93 -7.16 10.35 -14.79
2019
 18.03 -1.83 21.39 -2.68
2018
 -4.03 -6.37 -5.76 -8.41
2017
 10.96 -0.32 13.79 0.00
2016
 10.82 -3.36 7.40 -3.21
2015
 -3.71 -6.25 -0.29 -6.50
2014
 9.13 -3.27 9.76 -3.40
2013
 6.26 -3.84 12.04 -4.27
2012
 8.84 -2.43 13.44 -4.70
2011
 8.86 -3.00 2.46 -12.17
2010
 16.54 -2.77 14.85 -7.93
2009
 10.77 -10.16 23.34 -16.98
2008
 -4.18 -13.53 -25.11 -30.37
2007
 9.58 -2.06 4.93 -4.58
2006
 12.44 -2.71 17.78 -2.66
2005
 8.04 -1.76 8.67 -2.69
2004
 9.88 -4.36 16.01 -5.84
2003
 18.85 -2.72 26.59 -1.98
2002
 3.15 -6.86 -3.49 -9.34
2001
 2.71 -4.99 -1.98 -9.29
2000
 6.88 -3.64 3.33 -5.76
1999
 4.24 -3.38 13.91 -2.69
1998
 8.03 -9.44 8.26 -10.97
1997
 13.09 -2.50 15.25 -3.44
1996
 8.18 -2.60 15.04 -2.41
1995
 21.86 -0.40 20.31 -1.03
1994
 -1.98 -4.64 -2.86 -8.21
1993
 14.50 -1.37 20.71 -3.68
1992
 9.15 -1.58 5.36 -3.21
1991
 19.14 -1.63 29.05 -3.46
1990
 -2.51 -7.94 -6.06 -12.63
1989
 14.78 -0.89 21.59 -1.39
1988
 9.18 -1.64 15.34 -2.25
1987
 5.10 -10.93 2.49 -16.20
1986
 17.75 -2.42 23.31 -3.94
1985
 25.09 -1.93 30.22 -1.80
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