Tyler Golden Butterfly Portfolio: ETF allocation and returns

Data Source: from January 1927 to May 2023 (~96 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.66%
1 Day
Jun 02 2023
1.29%
Current Month
June 2023

The Tyler Golden Butterfly Portfolio is a High Risk portfolio and can be implemented with 5 ETFs.

It's exposed for 40% on the Stock Market and for 20% on Commodities.

In the last 30 Years, the Tyler Golden Butterfly Portfolio obtained a 7.52% compound annual return, with a 7.52% standard deviation.

Asset Allocation and ETFs

The Tyler Golden Butterfly Portfolio has the following asset allocation:

40% Stocks
40% Fixed Income
20% Commodities

The Tyler Golden Butterfly Portfolio can be implemented 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 as of May 31, 2023

The Tyler Golden Butterfly Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming: June 2023 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
TYLER GOLDEN BUTTERFLY PORTFOLIO
Consolidated returns as of 31 May 2023
Live Update: Jun 02 2023
Swipe left to see all data
    Chg (%) Return (%) Return (%) as of May 31, 2023
    1 Day Time ET(*) Jun 2023 1M 6M 1Y 5Y 10Y 30Y MAX
(~96Y)
Tyler Golden Butterfly Portfolio 0.66 1.29 -1.57 1.35 -1.61 4.68 5.50 7.52 8.35
US Inflation Adjusted return -1.57 -0.54 -5.20 0.83 2.75 4.88 5.20
Components
IJS
iShares S&P Small-Cap 600 Value 4.49 Jun 02 2023 5.32 -3.66 -9.53 -8.86 3.20 8.10 10.13 12.72
VTI
Vanguard Total Stock Market 1.65 Jun 02 2023 2.67 0.43 2.44 2.13 9.99 11.40 9.70 9.04
SHY
iShares 1-3 Year Treasury Bond -0.28 Jun 02 2023 -0.13 -0.38 1.41 -0.24 0.88 0.65 3.03 4.43
TLT
iShares 20+ Year Treasury Bond -1.10 Jun 02 2023 -0.71 -3.01 1.50 -9.43 -1.20 1.31 5.54 4.84
GLD
SPDR Gold Trust -1.47 Jun 02 2023 -0.70 -1.34 10.62 6.53 8.17 3.13 5.37 2.91
Returns over 1 year are annualized | Available data source: since Jan 1927
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Apr 2023. Waiting for updates, inflation of May 2023 is set to 0%. Current inflation (annualized) is 1Y: 3.79% , 5Y: 3.81% , 10Y: 2.68% , 30Y: 2.51%
Live update: World Markets and Indexes

In 2022, the Tyler Golden Butterfly Portfolio granted a 1.13% dividend yield. If you are interested in getting periodic income, please refer to the Tyler Golden Butterfly Portfolio: Dividend Yield page.

Portfolio Metrics as of May 31, 2023

Metrics of Tyler Golden Butterfly Portfolio, updated as of 31 May 2023.

Portfolio metrics are calculated based on monthly returns, assuming:
TYLER GOLDEN BUTTERFLY PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1927 - 31 May 2023 (~96 years)
Swipe left to see all data
Metrics as of May 31, 2023
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~96Y)
Portfolio Return (%) -1.57 0.42 1.35 -1.61 3.44 4.68 5.50 7.38 7.52 8.35
US Inflation (%) 0.00 0.84 1.90 3.79 5.77 3.81 2.68 2.55 2.51 2.99
Infl. Adjusted Return (%) -1.57 -0.42 -0.54 -5.20 -2.20 0.83 2.75 4.71 4.88 5.20
Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 13.13 10.13 9.60 7.90 7.85 7.52 8.79
Sharpe Ratio -0.36 0.24 0.35 0.60 0.79 0.71 0.50
Sortino Ratio -0.53 0.33 0.48 0.82 1.06 0.94 0.69
MAXIMUM DRAWDOWN
Drawdown Depth (%) -9.99 -17.79 -17.79 -17.79 -17.79 -17.79 -48.31
Start (yyyy mm) 2022 06 2022 01 2022 01 2022 01 2022 01 2022 01 1929 09
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2022 09 2022 09 2022 09 1932 05
Start to Bottom (# months) 4 9 9 9 9 9 33
Start to Recovery (# months) in progress
8
> 17
> 17
> 17
> 17
> 17
70
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 72.34 24.69 20.88 17.05 13.89 12.46
Worst Return (%) -32.17 -17.91 -6.33 2.31 4.53 5.91
% Positive Periods 83% 96% 97% 100% 100% 100%
MONTHS
Positive 0 2 3 6 20 37 77 158 237 753
Negative 1 1 3 6 16 23 43 82 123 404
% Positive 0% 67% 50% 50% 56% 62% 64% 66% 66% 65%
WITHDRAWAL RATES (WR)
Safe WR (%) 35.40 22.02 12.48 8.90 7.05 5.31
Perpetual WR (%) 0.00 0.82 2.67 4.50 4.66 4.94
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Maximum Drawdown: 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.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

Talking about withdrawal rates, how would you manage your early retirement with the Tyler Golden Butterfly Portfolio? Read more here

Portfolio Components Correlation

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1.

If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.

Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 May 2023
Swipe left to see all data
Asset
IJS
VTI
SHY
TLT
GLD
IJS
-
0.88
0.34
0.36
0.13
VTI
0.88
-
0.64
0.58
0.34
SHY
0.34
0.64
-
0.85
0.85
TLT
0.36
0.58
0.85
-
0.82
GLD
0.13
0.34
0.85
0.82
-
Asset
IJS
VTI
SHY
TLT
GLD
IJS
-
0.87
-0.12
-0.20
0.02
VTI
0.87
-
0.06
0.06
0.18
SHY
-0.12
0.06
-
0.73
0.40
TLT
-0.20
0.06
0.73
-
0.44
GLD
0.02
0.18
0.40
0.44
-
Asset
IJS
VTI
SHY
TLT
GLD
IJS
-
0.86
-0.15
-0.22
-0.05
VTI
0.86
-
0.00
-0.02
0.08
SHY
-0.15
0.00
-
0.70
0.38
TLT
-0.22
-0.02
0.70
-
0.44
GLD
-0.05
0.08
0.38
0.44
-
Asset
IJS
VTI
SHY
TLT
GLD
IJS
-
0.86
-0.17
-0.23
0.02
VTI
0.86
-
-0.14
-0.15
0.05
SHY
-0.17
-0.14
-
0.60
0.17
TLT
-0.23
-0.15
0.60
-
0.19
GLD
0.02
0.05
0.17
0.19
-
Asset
IJS
VTI
SHY
TLT
GLD
IJS
-
0.94
0.06
0.00
0.02
VTI
0.94
-
0.07
0.05
0.02
SHY
0.06
0.07
-
0.63
0.05
TLT
0.00
0.05
0.63
-
0.08
GLD
0.02
0.02
0.05
0.08
-

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Readings that may interest you

Capital Growth as of May 31, 2023

An investment of 1000$, since June 1993, now would be worth 8793.91$, with a total return of 779.39% (7.52% annualized).

The Inflation Adjusted Capital now would be 4180.08$, with a net total return of 318.01% (4.88% annualized).
An investment of 1000$, since January 1927, now would be worth 2276522.72$, with a total return of 227552.27% (8.35% annualized).

The Inflation Adjusted Capital now would be 132825.86$, with a net total return of 13182.59% (5.20% annualized).

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.

TYLER GOLDEN BUTTERFLY PORTFOLIO
Drawdown periods
Updated to May 2023
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-17.79% Jan 2022 Sep 2022 9 in progress 8 17
-14.81% Mar 2008 Feb 2009 12 Sep 2009 7 19
-9.44% May 1998 Aug 1998 4 Dec 1998 4 8
-7.16% Feb 2020 Mar 2020 2 Jun 2020 3 5
-6.86% Jun 2002 Jul 2002 2 May 2003 10 12
-6.37% Sep 2018 Dec 2018 4 Apr 2019 4 8
-6.25% Feb 2015 Sep 2015 8 Mar 2016 6 14
-4.99% Feb 2001 Mar 2001 2 Dec 2001 9 11
-4.64% Feb 1994 Jun 1994 5 Feb 1995 8 13
-4.36% Apr 2004 Apr 2004 1 Sep 2004 5 6
-3.84% Apr 2013 Jun 2013 3 Sep 2013 3 6
-3.64% Sep 2000 Nov 2000 3 Dec 2000 1 4
-3.38% Feb 1999 Feb 1999 1 Apr 1999 2 3
-3.36% Aug 2016 Oct 2016 3 Feb 2017 4 7
-3.27% Sep 2014 Sep 2014 1 Dec 2014 3 4
-3.05% Sep 2020 Oct 2020 2 Nov 2020 1 3
-3.00% Sep 2011 Sep 2011 1 Oct 2011 1 2
-2.77% May 2010 Jun 2010 2 Sep 2010 3 5
-2.71% May 2006 Jun 2006 2 Oct 2006 4 6
-2.70% Jul 1999 Aug 1999 2 Oct 1999 2 4
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-48.31% Sep 1929 May 1932 33 Jun 1935 37 70
-23.45% Mar 1937 Mar 1938 13 Jan 1943 58 71
-17.79% Jan 2022 Sep 2022 9 in progress 8 17
-17.05% May 1969 Jun 1970 14 Feb 1971 8 22
-14.87% Apr 1974 Sep 1974 6 Jan 1975 4 10
-14.81% Mar 2008 Feb 2009 12 Sep 2009 7 19
-13.73% Feb 1980 Mar 1980 2 Jun 1980 3 5
-10.93% Sep 1987 Nov 1987 3 Jan 1989 14 17
-9.44% May 1998 Aug 1998 4 Dec 1998 4 8
-9.34% Jun 1946 Nov 1946 6 May 1948 18 24
-9.09% Dec 1980 Sep 1981 10 Nov 1981 2 12
-8.68% Jul 1975 Sep 1975 3 Jan 1976 4 7
-8.47% Jan 1962 Jun 1962 6 Mar 1963 9 15
-7.94% Jan 1990 Oct 1990 10 Feb 1991 4 14
-7.77% Dec 1981 Mar 1982 4 Aug 1982 5 9
-7.41% Oct 1978 Nov 1978 2 Jan 1979 2 4
-7.16% Feb 2020 Mar 2020 2 Jun 2020 3 5
-6.86% Jun 2002 Jul 2002 2 May 2003 10 12
-6.81% Feb 1966 Aug 1966 7 Jan 1967 5 12
-6.53% Oct 1979 Oct 1979 1 Dec 1979 2 3

Rolling Returns ( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

TYLER GOLDEN BUTTERFLY PORTFOLIO
Annualized Rolling Returns
Data Source: from January 1927 to May 2023
Swipe left to see all data
Rolling
Period		 Annualized Return (%) Negative
Periods
Average Latest Best Worst
1 Year
 8.86 -1.61 72.34
Jul 1932 - Jun 1933 		-32.17
Jul 1931 - Jun 1932 		17.28%
2 Years
 8.65 -3.90 35.24
Jul 1932 - Jun 1934 		-24.76
Jun 1930 - May 1932 		8.38%
3 Years
 8.57 3.44 24.69
Jul 1932 - Jun 1935 		-17.91
Jul 1929 - Jun 1932 		4.46%
5 Years
 8.61 4.68 20.88
Jun 1932 - May 1937 		-6.33
Jun 1927 - May 1932 		2.91%
7 Years
 8.75 5.52 17.54
Jun 1976 - May 1983 		1.97
Apr 1928 - Mar 1935 		0.00%
10 Years
 8.82 5.50 17.05
Sep 1976 - Aug 1986 		2.31
Sep 1929 - Aug 1939 		0.00%
15 Years
 8.95 6.40 15.38
Oct 1974 - Sep 1989 		3.74
Oct 1927 - Sep 1942 		0.00%
20 Years
 9.08 7.38 13.89
Jul 1970 - Jun 1990 		4.53
Sep 1929 - Aug 1949 		0.00%
30 Years
 9.30 7.52 12.46
Jul 1970 - Jun 2000 		5.91
Oct 1929 - Sep 1959 		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 Tyler Golden Butterfly Portfolio: Rolling Returns page.

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

TYLER GOLDEN BUTTERFLY PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2023

The annualized return of the last 10 years has been 5.50% (updated at May 31, 2023).

Seasonality

In which months is it better to invest in Tyler Golden Butterfly Portfolio?

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

For further information about the seasonality, check the Asset Class Seasonality page.
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
Gain Frequency
1.84
60%
-0.50
60%
-0.49
60%
0.91
80%
-0.02
40%
0.37
40%
1.97
100%
0.46
80%
-2.42
20%
0.43
60%
2.05
80%
0.45
60%
 Capital Growth on monthly avg returns
100
101.84
101.34
100.84
101.75
101.73
102.11
104.11
104.60
102.06
102.49
104.59
105.07
Best 6.6
2023 		1.3
2019 		2.0
2023 		6.0
2020 		2.4
2021 		4.8
2019 		5.0
2020 		2.4
2019 		0.1
2019 		2.8
2022 		4.9
2022 		3.5
2020
Worst -3.3
2022 		-3.1
2023 		-5.3
2020 		-5.4
2022 		-1.8
2019 		-4.1
2022 		0.4
2021 		-3.2
2022 		-6.2
2022 		-3.9
2018 		-0.6
2021 		-2.3
2022
Monthly Seasonality over the period Jun 2018 - May 2023
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
Gain Frequency
1.47
80%
0.30
60%
0.03
50%
0.60
70%
0.18
60%
0.42
50%
1.43
80%
0.29
60%
-1.38
40%
0.70
70%
1.25
80%
0.38
70%
 Capital Growth on monthly avg returns
100
101.47
101.78
101.81
102.43
102.61
103.04
104.51
104.82
103.36
104.08
105.39
105.79
Best 6.6
2023 		3.4
2016 		2.9
2016 		6.0
2020 		2.4
2021 		4.8
2019 		5.0
2020 		2.8
2014 		1.8
2013 		3.1
2015 		4.9
2022 		3.5
2020
Worst -3.3
2022 		-3.1
2023 		-5.3
2020 		-5.4
2022 		-1.8
2019 		-4.1
2022 		-2.0
2014 		-3.2
2022 		-6.2
2022 		-3.9
2018 		-0.9
2015 		-2.3
2022
Monthly Seasonality over the period Jun 2013 - May 2023
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
Gain Frequency
1.27
69%
0.50
61%
0.47
68%
0.80
66%
0.47
60%
0.70
57%
0.93
67%
0.75
66%
0.01
56%
0.33
64%
1.02
69%
1.18
79%
 Capital Growth on monthly avg returns
100
101.27
101.78
102.26
103.08
103.57
104.29
105.26
106.04
106.05
106.40
107.48
108.75
Best 13.3
1933 		5.5
1974 		5.3
1986 		14.6
1933 		7.7
1933 		9.4
1938 		11.4
1932 		13.5
1932 		5.5
1979 		8.4
1982 		5.9
1928 		8.4
1979
Worst -6.0
2009 		-5.7
1933 		-10.7
1980 		-6.3
1932 		-9.8
1940 		-7.0
1930 		-4.7
2002 		-6.4
1998 		-11.8
1931 		-10.3
2008 		-4.5
1929 		-5.6
1931
Monthly Seasonality over the period Jan 1927 - May 2023

Monthly/Yearly Returns

Tyler Golden Butterfly Portfolio data source starts from January 1927: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1927 - May 2023
753 Positive Months (65%) - 404 Negative Months (35%)
MONTHLY RETURNS TABLE
Jan 1927 - May 2023
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2023
 +3.71 +1.46 6.6 -3.1 2.0 0.0 -1.6
2022
 -13.35 -18.60 -3.3 0.8 -0.4 -5.4 -0.6 -4.1 3.3 -3.2 -6.2 2.8 4.9 -2.3
2021
 +9.35 +2.16 -0.2 0.6 0.9 2.5 2.4 -0.3 0.4 1.0 -2.4 2.8 -0.6 2.0
2020
 +13.93 +12.40 1.3 -2.0 -5.3 6.0 1.5 1.6 5.0 0.8 -2.3 -0.8 4.3 3.5
2019
 +18.03 +15.39 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 -5.83 1.3 -2.6 0.6 -0.2 1.9 -0.3 0.5 1.3 -1.3 -3.9 1.0 -2.3
2017
 +10.96 +8.67 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 +8.57 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 -4.41 2.2 -0.5 -0.2 -1.0 0.1 -1.4 -0.6 -1.6 -1.2 3.1 -0.9 -1.6
2014
 +9.13 +8.31 0.6 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 +4.69 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 +6.98 4.8 0.0 0.2 0.3 -2.4 1.8 1.0 2.1 1.6 -1.5 0.7 0.1
2011
 +8.86 +5.72 -1.5 3.1 0.8 3.1 -0.2 -1.6 1.6 1.9 -3.0 4.7 0.9 -1.0
2010
 +16.54 +14.82 -0.8 2.2 2.3 3.7 -1.8 -1.0 1.3 0.5 4.1 1.4 0.7 2.9
2009
 +10.77 +7.83 -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 -4.27 0.9 0.2 -0.9 -0.2 0.7 -1.7 0.1 -0.2 -1.3 -10.3 2.9 6.6
2007
 +9.58 +5.28 1.1 0.8 -0.1 1.8 0.7 -1.3 -0.8 1.3 3.1 2.5 -1.3 1.2
2006
 +12.44 +9.66 4.1 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 +4.47 -1.2 1.2 -1.3 -0.3 1.9 2.2 0.9 0.5 0.8 -1.8 3.3 1.5
2004
 +9.88 +6.42 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 +16.65 -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 +0.76 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 +1.14 1.9 -2.1 -2.9 2.7 1.3 0.6 0.3 -0.2 -2.7 1.5 1.2 1.4
2000
 +6.88 +3.38 -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 +1.52 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 +6.32 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 +11.19 0.3 0.8 -2.5 1.4 3.8 2.0 3.8 -0.9 3.9 -1.8 0.5 1.2
1996
 +8.18 +4.71 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 +18.84 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 -4.54 1.2 -1.4 -2.4 -0.6 0.6 -0.9 1.6 1.7 -0.7 -0.4 -1.6 1.1
1993
 +14.50 +11.44 1.8 1.1 1.9 0.2 2.4 1.4 1.8 0.9 -0.4 1.5 -1.4 2.5
1992
 +9.15 +6.07 0.7 1.4 -1.6 0.0 1.3 0.0 3.5 -1.4 1.6 -0.5 1.9 2.0
1991
 +19.14 +15.60 1.8 3.4 1.6 1.1 2.0 -1.6 2.1 1.7 0.7 1.2 -1.4 5.1
1990
 -2.51 -8.12 -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 +9.68 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 +4.56 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 +0.64 5.5 2.7 1.5 -0.5 -0.2 2.0 2.5 0.9 -1.2 -9.2 -0.7 2.4
1986
 +17.75 +16.47 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 +20.51 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 -0.19 0.0 -0.9 -0.1 -0.8 -2.9 0.8 -0.8 5.5 1.1 1.4 0.3 0.4
1983
 +11.13 +7.07 3.0 -0.7 2.1 5.0 0.8 0.9 -1.4 -0.5 2.2 -2.5 3.1 -1.1
1982
 +28.31 +23.57 -1.7 -2.1 -1.6 5.3 -2.1 -1.9 2.6 10.1 2.6 8.4 4.2 2.4
1981
 -1.23 -9.32 -3.5 -0.7 4.6 -2.0 2.1 -1.8 -2.0 -2.6 -2.4 5.1 5.1 -2.6
1980
 +15.59 +2.73 6.7 -3.4 -10.7 7.6 5.4 7.1 0.2 0.8 1.7 -1.0 2.7 -0.9
1979
 +38.92 +22.62 4.1 0.2 2.6 1.1 2.7 3.5 2.4 4.2 5.5 -6.5 5.7 8.4
1978
 +13.30 +3.93 -0.4 1.0 1.9 1.8 3.1 -0.2 4.6 4.0 0.4 -4.2 -3.4 4.2
1977
 +7.87 +1.10 -1.5 1.2 1.0 0.6 -0.5 2.7 -0.3 0.2 1.3 -0.3 2.4 1.0
1976
 +20.55 +14.96 5.1 2.9 1.1 -0.5 -1.8 2.5 -1.2 -0.8 3.3 0.4 3.2 5.0
1975
 +16.99 +9.40 7.3 3.3 0.7 0.5 3.7 3.5 -2.7 -2.4 -3.9 4.1 1.1 1.1
1974
 +5.51 -6.07 5.7 5.5 0.0 -2.7 -3.7 -3.1 0.0 -3.2 -3.0 8.3 2.7 -0.1
1973
 +7.22 -1.36 -1.3 4.0 1.0 -1.2 5.7 1.9 -1.5 -3.7 2.6 0.0 -3.5 3.2
1972
 +17.32 +13.45 3.2 1.9 0.4 1.1 4.9 1.1 1.3 0.2 -1.7 1.0 2.6 0.3
1971
 +14.13 +10.52 3.6 1.0 3.7 0.6 -1.7 -0.8 -0.6 2.7 1.6 -1.0 0.6 3.8
1970
 +8.32 +2.60 -2.6 4.9 -0.1 -5.2 -2.6 -0.7 3.6 1.7 2.4 0.3 4.8 2.1
1969
 -9.95 -15.21 0.1 -1.8 1.6 1.6 -1.1 -3.4 -1.8 1.0 -2.9 3.3 -4.3 -2.4
1968
 +14.16 +9.01 0.8 -0.7 0.3 5.9 2.2 1.0 -0.5 3.0 0.2 0.2 2.2 -1.2
1967
 +15.73 +12.32 4.4 0.3 3.1 1.8 -1.5 0.4 2.9 1.5 0.6 -1.3 0.6 2.0
1966
 -1.43 -4.73 0.4 -1.4 0.4 0.9 -1.9 -0.8 -0.4 -3.6 1.2 2.2 0.0 1.9
1965
 +9.98 +7.90 2.1 0.5 0.1 2.0 0.2 -1.3 1.1 1.3 1.6 1.5 0.0 0.4
1964
 +9.63 +8.57 1.5 0.7 0.8 0.6 0.9 1.2 1.0 -0.4 1.7 0.8 0.0 0.5
1963
 +9.52 +7.75 2.1 -1.2 1.6 2.2 0.8 -0.8 0.1 2.2 -0.4 1.4 0.0 1.1
1962
 -2.25 -3.54 -1.6 1.1 0.4 -2.3 -3.2 -3.1 2.2 1.0 -1.5 0.4 3.7 0.9
1961
 +11.32 +10.58 2.2 1.6 1.5 0.3 1.3 -1.5 1.5 0.7 -0.4 1.7 1.9 0.0
1960
 +4.68 +3.28 -2.1 1.3 0.5 -0.6 0.9 1.6 0.1 1.5 -2.1 -0.2 1.5 2.2
1959
 +5.78 +3.98 0.5 0.5 0.3 1.5 0.5 0.1 1.6 -0.4 -2.3 1.3 0.9 1.0
1958
 +21.04 +18.94 2.7 -0.1 2.1 2.2 1.1 1.5 1.7 0.1 2.1 1.6 1.8 2.6
1957
 -1.90 -4.66 -1.4 -0.6 0.8 1.4 1.3 -0.5 0.3 -2.1 -2.2 -1.1 1.7 0.5
1956
 +2.40 -0.57 -1.1 1.9 2.6 -0.5 -2.1 2.1 2.0 -2.0 -1.8 0.7 -0.6 1.4
1955
 +9.05 +8.64 0.3 0.0 -0.3 1.2 -0.1 3.4 2.3 -0.6 0.5 -1.1 3.4 -0.3
1954
 +24.09 +25.01 2.7 0.6 2.0 2.7 1.6 0.4 3.2 -1.3 4.0 -0.7 3.9 2.7
1953
 -1.25 -1.98 -2.1 -0.7 -0.9 -1.0 -0.6 -0.6 2.0 -2.1 0.6 3.1 0.6 0.7
1952
 +5.01 +4.23 0.1 -1.6 2.0 -1.3 1.1 1.8 0.6 -0.8 -1.1 0.5 2.1 1.6
1951
 +5.62 -0.36 2.5 0.1 -1.3 1.7 -2.1 -1.1 3.3 2.4 -0.7 -0.7 -0.3 1.9
1950
 +15.80 +9.31 0.9 1.0 0.7 2.3 2.3 -2.1 1.0 2.0 2.9 0.6 0.5 2.7
1949
 +8.87 +11.18 -0.2 -1.2 1.7 -0.5 -1.1 0.5 2.9 1.1 1.2 1.6 0.4 2.4
1948
 +0.60 -2.32 -2.0 -1.7 3.1 1.2 3.6 -0.1 -2.3 0.4 -1.1 2.8 -4.4 1.5
1947
 +3.73 -4.69 3.7 -0.3 -0.5 -1.4 -0.1 2.1 1.7 -0.9 -0.5 0.7 -1.3 0.5
1946
 -2.14 -17.16 3.8 -2.6 2.1 1.2 1.1 -1.3 -1.0 -3.0 -3.9 0.0 -0.5 2.2
1945
 +23.40 +20.69 2.4 3.4 -1.0 4.6 1.1 0.7 -0.3 3.1 2.5 2.1 2.2 0.7
1944
 +13.20 +10.66 1.1 0.7 1.3 0.1 2.2 2.7 -0.3 1.0 0.4 0.6 0.7 2.0
1943
 +18.24 +14.84 4.4 2.8 2.9 0.8 2.8 1.6 -1.8 1.1 1.7 0.1 -2.6 3.1
1942
 +8.95 -0.07 0.9 -1.2 -1.8 -1.6 2.8 1.0 1.4 0.6 1.4 3.0 -0.4 2.6
1941
 -1.87 -10.73 -1.0 -0.5 1.0 -1.8 0.5 2.8 2.9 -0.2 0.0 -2.1 -1.3 -2.0
1940
 -0.80 -1.50 -1.4 0.6 1.1 -0.1 -9.8 3.6 1.7 1.4 1.1 2.0 -0.6 0.4
1939
 -0.30 -0.30 -2.7 1.5 -4.9 0.2 2.8 -2.4 4.1 -3.1 4.4 0.3 -1.5 1.4
1938
 +14.14 +17.40 0.9 2.9 -10.3 5.6 -1.3 9.4 3.3 -1.0 0.6 3.9 -1.5 2.0
1937
 -15.74 -18.08 1.7 0.7 -1.2 -3.6 -0.2 -2.1 4.3 -2.5 -5.5 -3.6 -3.1 -1.5
1936
 +19.77 +18.06 3.3 1.5 1.8 -2.6 2.5 1.8 3.5 1.1 0.5 3.8 1.1 0.2
1935
 +19.44 +15.98 -1.0 -1.2 -1.1 3.9 1.4 2.9 3.7 0.6 1.1 3.7 1.9 2.0
1934
 +5.81 +4.23 6.5 -0.5 0.8 -0.5 -2.6 1.3 -3.9 1.9 -0.4 -0.2 3.4 0.4
1933
 +45.52 +44.42 13.3 -5.7 1.9 14.6 7.7 6.8 -3.1 5.8 -4.2 -2.9 4.5 1.7
1932
 +2.29 +14.01 -1.7 3.2 -3.7 -6.3 -7.3 0.4 11.4 13.5 -0.9 -5.1 -1.7 2.7
1931
 -20.79 -12.65 2.2 4.5 -2.9 -3.9 -5.1 5.3 -3.0 0.4 -11.8 1.2 -3.2 -5.6
1930
 -10.68 -4.58 2.3 1.0 3.8 -0.6 -0.5 -7.0 1.5 0.3 -5.2 -3.2 -0.6 -2.7
1929
 -3.62 -4.18 2.1 -0.5 -0.4 1.1 -1.7 4.5 2.2 4.3 -2.2 -8.9 -4.5 1.0
1928
 +13.65 +14.98 -0.3 -0.8 4.3 1.2 0.3 -2.0 0.0 3.0 1.1 0.6 5.9 -0.1
1927
 +16.03 +18.71 -0.5 2.1 0.8 0.9 2.4 -0.3 2.9 2.3 1.7 -1.8 3.4 1.2

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

Portfolio efficiency

Compared to the Tyler Golden Butterfly Portfolio, no other portfolio in our database granted a higher return over 30 Years and a less severe drawdown at the same time.

The following portfolios share asset allocation strategy and/or similar asset weights.

Swipe left to see all data
5 Years Stats (%)
% Allocation
Portfolio Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
Golden Butterfly with Bitcoin +5.99 10.45 -18.74 40 40 20
Golden Butterfly Tyler +4.68 9.60 -17.79 40 40 20
Golden Butterfly 2x Leveraged +4.66 18.31 -34.50 40 40 20

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and High Risk categorization.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 60/40 Momentum +9.28 9.43 -32.52 60 40 0
Simple Path to Wealth JL Collins +8.66 11.60 -38.53 75 25 0
Late Sixties and Beyond Burton Malkiel +8.19 11.57 -41.80 71 29 0
Yale Endowment David Swensen +8.06 10.83 -39.48 70 30 0
Talmud Portfolio Roger Gibson +8.00 10.64 -40.17 66.7 33.3 0