Craig Israelsen 7Twelve Portfolio vs Tyler Golden Butterfly Portfolio Portfolio Comparison

Simulation Settings

Period: January 1976 - May 2026 (~50 years)
Consolidated Returns as of 31 May 2026

Initial Amount: 1$

Rebalancing: at every Jan 1^st

Currency: USD

Inflation: US

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Results

30 Years
(1996/06 - 2026/05)

All Data
(1976/01 - 2026/05)

Inflation Adjusted:

Craig Israelsen 7Twelve Portfolio

1.00$
Invested Capital
June 1996
7.48$
Final Capital
May 2026
6.94%
Yearly Return
9.81%
Std Deviation
-37.96%
Max Drawdown
33months
Recovery Period

1.00$
Invested Capital
June 1996
3.52$
Final Capital
May 2026
4.28%
Yearly Return
9.81%
Std Deviation
-37.23%
Max Drawdown
35months
Recovery Period

1.00$
Invested Capital
January 1976
94.56$
Final Capital
May 2026
9.44%
Yearly Return
9.37%
Std Deviation
-37.96%
Max Drawdown
33months
Recovery Period

1.00$
Invested Capital
January 1976
15.81$
Final Capital
May 2026
5.63%
Yearly Return
9.37%
Std Deviation
-37.23%
Max Drawdown
35months
Recovery Period

Tyler Golden Butterfly Portfolio

1.00$
Invested Capital
June 1996
10.20$
Final Capital
May 2026
8.05%
Yearly Return
7.97%
Std Deviation
-17.79%
Max Drawdown
30months
Recovery Period

1.00$
Invested Capital
June 1996
4.80$
Final Capital
May 2026
5.37%
Yearly Return
7.97%
Std Deviation
-23.47%
Max Drawdown
51months
Recovery Period

1.00$
Invested Capital
January 1976
122.20$
Final Capital
May 2026
10.00%
Yearly Return
8.42%
Std Deviation
-17.79%
Max Drawdown
30months
Recovery Period

1.00$
Invested Capital
January 1976
20.43$
Final Capital
May 2026
6.17%
Yearly Return
8.42%
Std Deviation
-23.47%
Max Drawdown
51months
Recovery Period

As of May 2026, in the previous 30 Years, the Craig Israelsen 7Twelve Portfolio obtained a 6.94% compound annual return, with a 9.81% standard deviation. It suffered a maximum drawdown of -37.96% that required 33 months to be recovered.

As of May 2026, in the previous 30 Years, the Tyler Golden Butterfly Portfolio obtained a 8.05% compound annual return, with a 7.97% standard deviation. It suffered a maximum drawdown of -17.79% that required 30 months to be recovered.

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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.

Resources & Extras

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Craig Israelsen 7Twelve Portfolio

Weight (%)	Ticker	Name
8.34	VNQ	Vanguard Real Estate
8.34	VV	Vanguard Large-Cap
8.33	EEM	iShares MSCI Emerging Markets
8.33	EFA	iShares MSCI EAFE
8.33	IJR	iShares Core S&P Small-Cap
8.33	VO	Vanguard Mid-Cap
25.00	IEI	iShares 3-7 Year Treasury Bond
8.34	BIL	SPDR Blmbg Barclays 1-3 Mth T-Bill
16.66	GSG	iShares S&P GSCI Commodity Indexed Trust

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

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Portfolio Returns as of May 31, 2026

Returns are calculated in USD, assuming:

no fees or capital gain taxes.
rebalancing: at every Jan 1^st.
dividend reinvestment, when applicable.

Return Comparison

Capital Growth

30 Years
(1996/06 - 2026/05)

All Data
(1976/01 - 2026/05)

Inflation Adjusted:

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
7Twelve Portfolio Craig Israelsen	1 $	7.48 $	648.06%	6.94%
Golden Butterfly Tyler	1 $	10.20 $	920.44%	8.05%
	Jun 1996	May 2026

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
7Twelve Portfolio Craig Israelsen	1 $	3.52 $	251.88%	4.28%
Golden Butterfly Tyler	1 $	4.80 $	380.00%	5.37%
	Jun 1996	May 2026

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
7Twelve Portfolio Craig Israelsen	1 $	94.56 $	9 355.58%	9.44%
Golden Butterfly Tyler	1 $	122.20 $	12 120.01%	10.00%
	Jan 1976	May 2026

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
7Twelve Portfolio Craig Israelsen	1 $	15.81 $	1 481.18%	5.63%
Golden Butterfly Tyler	1 $	20.43 $	1 943.46%	6.17%
	Jan 1976	May 2026

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		Return (%) as of May 31, 2026
		YTD (5M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~50Y)
	7Twelve Portfolio Craig Israelsen	13.02	-0.21	13.14	23.28	7.42	7.57	6.94	9.44
	Golden Butterfly Tyler	6.45	1.08	6.76	22.93	7.00	8.26	8.05	10.00
Returns over 1 year are annualized.

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Portfolio Metrics as of May 31, 2026

The following metrics, updated as of 31 May 2026, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON

Period: 1 June 2025 - 31 May 2026 (1 year)

Period: 1 June 2021 - 31 May 2026 (5 years)

Period: 1 June 2016 - 31 May 2026 (10 years)

Period: 1 June 1996 - 31 May 2026 (30 years)

Period: 1 January 1976 - 31 May 2026 (~50 years)

1 Year

5 Years

10 Years

30 Years

All (1976/01 - 2026/05)

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	7Twelve Portfolio	Golden Butterfly
Author	Craig Israelsen	Tyler
ASSET ALLOCATION
Stocks	50%	40%
Fixed Income	33.34%	40%
Commodities	16.66%	20%
PERFORMANCES
Annualized Return (%)	23.28	22.93
Infl. Adjusted (%)	18.89	18.55
DRAWDOWN
Deepest Drawdown Depth (%)	-0.21	-5.05
Start to Recovery (months)	1*	3*
Longest Drawdown Depth (%)	-0.21	-5.05
Start to Recovery (months)	1*	3*
Longest Negative Period (months)	1*	3*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)	5.81	8.45
Sharpe Ratio	3.34	2.25
Sortino Ratio	5.70	2.66
Ulcer Index	0.06	1.51
Ratio: Return / Standard Deviation	4.01	2.71
Ratio: Return / Deepest Drawdown	109.22	4.54
Metrics calculated over the period 1 June 2025 - 31 May 2026

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	7Twelve Portfolio	Golden Butterfly
Author	Craig Israelsen	Tyler
ASSET ALLOCATION
Stocks	50%	40%
Fixed Income	33.34%	40%
Commodities	16.66%	20%
PERFORMANCES
Annualized Return (%)	7.42	7.00
Infl. Adjusted (%)	2.92	2.51
DRAWDOWN
Deepest Drawdown Depth (%)	-13.28	-17.79
Start to Recovery (months)	23	30
Longest Drawdown Depth (%)	-13.28	-17.79
Start to Recovery (months)	23	30
Longest Negative Period (months)	29	35
RISK INDICATORS
Standard Deviation (%)	9.08	10.20
Sharpe Ratio	0.44	0.35
Sortino Ratio	0.58	0.48
Ulcer Index	4.00	6.44
Ratio: Return / Standard Deviation	0.82	0.69
Ratio: Return / Deepest Drawdown	0.56	0.39
Metrics calculated over the period 1 June 2021 - 31 May 2026

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	7Twelve Portfolio	Golden Butterfly
Author	Craig Israelsen	Tyler
ASSET ALLOCATION
Stocks	50%	40%
Fixed Income	33.34%	40%
Commodities	16.66%	20%
PERFORMANCES
Annualized Return (%)	7.57	8.26
Infl. Adjusted (%)	4.10	4.77
DRAWDOWN
Deepest Drawdown Depth (%)	-17.90	-17.79
Start to Recovery (months)	11	30
Longest Drawdown Depth (%)	-13.28	-17.79
Start to Recovery (months)	23	30
Longest Negative Period (months)	39	39
RISK INDICATORS
Standard Deviation (%)	9.47	8.82
Sharpe Ratio	0.57	0.69
Sortino Ratio	0.73	0.94
Ulcer Index	4.22	4.76
Ratio: Return / Standard Deviation	0.80	0.94
Ratio: Return / Deepest Drawdown	0.42	0.46
Metrics calculated over the period 1 June 2016 - 31 May 2026

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	7Twelve Portfolio	Golden Butterfly
Author	Craig Israelsen	Tyler
ASSET ALLOCATION
Stocks	50%	40%
Fixed Income	33.34%	40%
Commodities	16.66%	20%
PERFORMANCES
Annualized Return (%)	6.94	8.05
Infl. Adjusted (%)	4.28	5.37
DRAWDOWN
Deepest Drawdown Depth (%)	-37.96	-17.79
Start to Recovery (months)	33	30
Longest Drawdown Depth (%)	-14.54	-17.79
Start to Recovery (months)	37	30
Longest Negative Period (months)	73	39
RISK INDICATORS
Standard Deviation (%)	9.81	7.97
Sharpe Ratio	0.48	0.73
Sortino Ratio	0.62	0.98
Ulcer Index	7.03	3.59
Ratio: Return / Standard Deviation	0.71	1.01
Ratio: Return / Deepest Drawdown	0.18	0.45
Metrics calculated over the period 1 June 1996 - 31 May 2026

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	7Twelve Portfolio	Golden Butterfly
Author	Craig Israelsen	Tyler
ASSET ALLOCATION
Stocks	50%	40%
Fixed Income	33.34%	40%
Commodities	16.66%	20%
PERFORMANCES
Annualized Return (%)	9.44	10.00
Infl. Adjusted (%)	5.63	6.17
DRAWDOWN
Deepest Drawdown Depth (%)	-37.96	-17.79
Start to Recovery (months)	33	30
Longest Drawdown Depth (%)	-14.54	-17.79
Start to Recovery (months)	37	30
Longest Negative Period (months)	73	39
RISK INDICATORS
Standard Deviation (%)	9.37	8.42
Sharpe Ratio	0.56	0.69
Sortino Ratio	0.72	0.94
Ulcer Index	5.69	3.27
Ratio: Return / Standard Deviation	1.01	1.19
Ratio: Return / Deepest Drawdown	0.25	0.56
Metrics calculated over the period 1 January 1976 - 31 May 2026

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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 June 1996 - 31 May 2026 (30 years)

Period: 1 January 1976 - 31 May 2026 (~50 years)

30 Years
(1996/06 - 2026/05)

Chart Table

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7Twelve Portfolio			Golden Butterfly
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-37.96	33	Jun 2008 Feb 2011
-17.90	11	Jan 2020 Nov 2020
			-17.79	30	Jan 2022 Jun 2024
			-14.81	19	Mar 2008 Sep 2009
-14.54	37	Jul 2014 Jul 2017
-13.54	13	Apr 1998 Apr 1999
-13.50	20	May 2011 Dec 2012
-13.28	23	Apr 2022 Feb 2024
-10.05	27	Feb 2001 Apr 2003
-9.83	7	Oct 2018 Apr 2019
			-9.44	8	May 1998 Dec 1998
			-7.16	5	Feb 2020 Jun 2020
			-6.86	12	Jun 2002 May 2003
			-6.37	8	Sep 2018 Apr 2019
			-6.25	14	Feb 2015 Mar 2016

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7Twelve Portfolio			Golden Butterfly
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-37.96	33	Jun 2008 Feb 2011
-17.90	11	Jan 2020 Nov 2020
			-17.79	30	Jan 2022 Jun 2024
			-14.81	19	Mar 2008 Sep 2009
-14.54	37	Jul 2014 Jul 2017
			-13.73	5	Feb 1980 Jun 1980
-13.54	13	Apr 1998 Apr 1999
-13.50	20	May 2011 Dec 2012
-13.43	14	Sep 1987 Oct 1988
-13.28	23	Apr 2022 Feb 2024
			-10.93	17	Sep 1987 Jan 1989
-10.52	5	Feb 1980 Jun 1980
-10.05	27	Feb 2001 Apr 2003
-9.83	7	Oct 2018 Apr 2019
			-9.44	8	May 1998 Dec 1998

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 1976 - 31 May 2026 (~50 years)

Rolling Period:

7Twelve Portfolio
Golden Butterfly

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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	7Twelve Portfolio		Golden Butterfly
Year	Return (%)	Drawdown (%)	Return (%)	Drawdown (%)
2026	13.02	-0.21	6.45	-5.05
2025	11.77	-2.26	19.30	-0.53
2024	7.64	-2.38	10.73	-3.42
2023	8.76	-6.62	11.98	-8.08
2022	-7.91	-13.28	-13.35	-17.79
2021	16.41	-3.52	9.35	-2.45
2020	3.64	-17.90	13.93	-7.16
2019	17.04	-3.93	18.03	-1.83
2018	-6.60	-9.83	-4.03	-6.37
2017	11.15	-0.23	10.96	-0.32
2016	7.88	-3.46	10.82	-3.36
2015	-6.71	-8.96	-3.71	-6.25
2014	-0.27	-5.11	9.13	-3.27
2013	9.98	-2.34	6.26	-3.84
2012	9.05	-5.96	8.84	-2.43
2011	-0.33	-13.50	8.86	-3.00
2010	12.87	-7.69	16.54	-2.77
2009	19.77	-13.75	10.77	-10.16
2008	-24.01	-29.50	-4.18	-13.53
2007	11.31	-2.37	9.58	-2.06
2006	12.08	-2.41	12.44	-2.71
2005	11.36	-3.44	8.04	-1.76
2004	14.33	-5.06	9.88	-4.36
2003	25.20	-1.95	18.85	-2.72
2002	4.93	-5.27	3.15	-6.86
2001	-4.66	-10.05	2.71	-4.99
2000	11.53	-2.79	6.88	-3.64
1999	19.24	-3.02	4.24	-3.38
1998	-1.40	-13.54	8.03	-9.44
1997	7.34	-3.49	13.09	-2.50
1996	16.09	-3.26	8.18	-2.60
1995	18.64	-1.07	21.86	-0.40
1994	-1.53	-6.66	-1.98	-4.64
1993	17.28	-3.19	14.50	-1.37
1992	5.45	-2.13	9.15	-1.58
1991	26.17	-3.31	19.14	-1.63
1990	1.68	-5.15	-2.51	-7.94
1989	27.09	-1.51	14.78	-0.89
1988	17.78	-2.03	9.18	-1.64
1987	3.08	-13.43	5.10	-10.93
1986	16.22	-3.66	17.75	-2.42
1985	24.57	-0.68	25.09	-1.93
1984	8.53	-2.58	3.75	-4.68
1983	17.12	-1.50	11.13	-2.46
1982	15.88	-3.72	28.31	-5.34
1981	-1.36	-7.83	-1.23	-8.50
1980	16.18	-10.52	15.59	-13.73
1979	20.37	-6.26	38.92	-6.53
1978	13.62	-5.84	13.30	-7.41
1977	7.11	-1.81	7.87	-1.53
1976	15.46	-2.12	20.55	-2.29

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Table of contents

Resources & Extras

Asset Allocations and ETFs

Portfolio Returns as of May 31, 2026

Portfolio Metrics as of May 31, 2026

Drawdowns

Rolling Returns

Yearly Returns