Roger Gibson Five Asset vs Tyler Golden Butterfly Portfolio Comparison

Last Update: 29 February 2024

The Roger Gibson Five Asset Portfolio obtained a 7.30% compound annual return, with a 11.29% standard deviation, in the last 30 Years.

The Tyler Golden Butterfly Portfolio obtained a 7.56% compound annual return, with a 7.73% standard deviation, in the last 30 Years.

Summary

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Roger Gibson Five Asset Portfolio Tyler Golden Butterfly Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 60% 40%
Fixed Income 20% 40%
Commodities 20% 20%
30 Years Stats Return +7.30% +7.56%
Std Dev 11.29% 7.73%
Max Drawdown -44.75% -17.79%
All time Stats
(Since Jan 1985)
Return +8.93% +8.57%
Std Dev 10.68% 7.64%
Max Drawdown -44.75% -17.79%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Roger Gibson Five Asset Portfolio +1.55 +4.96 +9.48 +7.18 +5.25 +7.30 +8.93
Tyler Golden Butterfly Portfolio +1.11 +5.17 +7.94 +5.99 +5.42 +7.56 +8.57
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Roger Gibson Five Asset Portfolio: an investment of 1$, since March 1994, now would be worth 8.27$, with a total return of 727.42% (7.30% annualized).

Tyler Golden Butterfly Portfolio: an investment of 1$, since March 1994, now would be worth 8.91$, with a total return of 790.58% (7.56% annualized).

Roger Gibson Five Asset Portfolio: an investment of 1$, since January 1985, now would be worth 28.51$, with a total return of 2750.91% (8.93% annualized).

Tyler Golden Butterfly Portfolio: an investment of 1$, since January 1985, now would be worth 25.03$, with a total return of 2402.72% (8.57% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Roger Gibson Five Asset Portfolio
Tyler Golden Butterfly Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-44.75% Jun 2008 Feb 2009 (9) Feb 2011 (33) 23.07
-19.30% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.97
-17.79% Jan 2022 Sep 2022 (9) In progress (26) 9.56
-16.29% Apr 2022 Sep 2022 (6) In progress (23) 8.13
-15.14% May 2011 Sep 2011 (5) Aug 2012 (16) 5.99
-14.81% Mar 2008 Feb 2009 (12) Sep 2009 (19) 7.24
-13.25% Apr 1998 Aug 1998 (5) Apr 1999 (13) 5.68
-13.03% Sep 2014 Feb 2016 (18) Jan 2017 (29) 5.79
-11.36% Feb 2001 Oct 2001 (9) May 2003 (28) 6.61
-10.00% Oct 2018 Dec 2018 (3) Apr 2019 (7) 4.59
-9.44% May 1998 Aug 1998 (4) Dec 1998 (8) 3.99
-7.16% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.10
-6.86% Jun 2002 Jul 2002 (2) May 2003 (12) 4.25
-6.37% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.17
-6.25% Feb 2015 Sep 2015 (8) Mar 2016 (14) 3.60
-5.79% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.17
-5.38% Mar 1994 Nov 1994 (9) Apr 1995 (14) 2.59
-5.25% Nov 2007 Jan 2008 (3) Apr 2008 (6) 3.31
-4.99% Feb 2001 Mar 2001 (2) Dec 2001 (11) 2.05
-4.36% Apr 2004 Apr 2004 (1) Sep 2004 (6) 2.66

Drawdown comparison chart since January 1985.

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Roger Gibson Five Asset Portfolio
Tyler Golden Butterfly Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-44.75% Jun 2008 Feb 2009 (9) Feb 2011 (33) 23.07
-19.30% Jan 2020 Mar 2020 (3) Nov 2020 (11) 8.97
-17.79% Jan 2022 Sep 2022 (9) In progress (26) 9.56
-16.29% Apr 2022 Sep 2022 (6) In progress (23) 8.13
-15.14% May 2011 Sep 2011 (5) Aug 2012 (16) 5.99
-14.81% Mar 2008 Feb 2009 (12) Sep 2009 (19) 7.24
-13.25% Apr 1998 Aug 1998 (5) Apr 1999 (13) 5.68
-13.03% Sep 2014 Feb 2016 (18) Jan 2017 (29) 5.79
-11.38% Sep 1987 Nov 1987 (3) Jun 1988 (10) 5.93
-11.36% Feb 2001 Oct 2001 (9) May 2003 (28) 6.61
-10.93% Sep 1987 Nov 1987 (3) Jan 1989 (17) 5.04
-10.00% Oct 2018 Dec 2018 (3) Apr 2019 (7) 4.59
-9.44% May 1998 Aug 1998 (4) Dec 1998 (8) 3.99
-7.94% Jan 1990 Oct 1990 (10) Feb 1991 (14) 3.88
-7.29% Jan 1990 Apr 1990 (4) Jan 1991 (13) 3.44
-7.16% Feb 2020 Mar 2020 (2) Jun 2020 (5) 3.10
-6.86% Jun 2002 Jul 2002 (2) May 2003 (12) 4.25
-6.61% Feb 1994 Nov 1994 (10) May 1995 (16) 3.46
-6.37% Sep 2018 Dec 2018 (4) Apr 2019 (8) 3.17
-6.25% Feb 2015 Sep 2015 (8) Mar 2016 (14) 3.60

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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Year Return Drawdown Return Drawdown
2024
+0.62%
-0.91%
-0.45%
-1.54%
2023
+10.78%
-7.73%
+11.98%
-8.07%
2022
-11.00%
-16.29%
-13.35%
-17.79%
2021
+22.77%
-3.55%
+9.35%
-2.45%
2020
+5.29%
-19.30%
+13.93%
-7.16%
2019
+20.35%
-3.32%
+18.03%
-1.83%
2018
-7.26%
-10.00%
-4.03%
-6.37%
2017
+12.32%
-0.50%
+10.96%
-0.32%
2016
+9.61%
-3.95%
+10.82%
-3.36%
2015
-5.77%
-8.86%
-3.71%
-6.25%
2014
+3.39%
-4.13%
+9.13%
-3.27%
2013
+8.12%
-4.34%
+6.26%
-3.84%
2012
+12.31%
-6.55%
+8.84%
-2.43%
2011
+0.22%
-15.14%
+8.86%
-3.00%
2010
+15.28%
-9.00%
+16.54%
-2.77%
2009
+23.98%
-16.95%
+10.77%
-10.16%
2008
-29.02%
-36.68%
-4.18%
-13.53%
2007
+8.47%
-3.75%
+9.58%
-2.06%
2006
+15.69%
-2.03%
+12.44%
-2.71%
2005
+11.50%
-3.59%
+8.04%
-1.76%
2004
+17.11%
-5.79%
+9.88%
-4.36%
2003
+28.11%
-2.15%
+18.85%
-2.72%
2002
+3.88%
-5.15%
+3.15%
-6.86%
2001
-8.31%
-11.36%
+2.71%
-4.99%
2000
+12.13%
-2.94%
+6.88%
-3.64%
1999
+18.03%
-2.76%
+4.24%
-3.38%
1998
-0.41%
-13.25%
+8.03%
-9.44%
1997
+8.02%
-3.37%
+13.09%
-2.50%
1996
+19.46%
-2.51%
+8.18%
-2.60%
1995
+18.27%
-1.10%
+21.86%
-0.40%
1994
+0.49%
-6.61%
-1.98%
-4.64%
1993
+11.92%
-4.90%
+14.50%
-1.37%
1992
+4.38%
-3.09%
+9.15%
-1.58%
1991
+17.71%
-3.33%
+19.14%
-1.63%
1990
-1.78%
-7.29%
-2.51%
-7.94%
1989
+20.20%
-1.50%
+14.78%
-0.89%
1988
+18.43%
-1.97%
+9.18%
-1.64%
1987
+11.07%
-11.38%
+5.10%
-10.93%
1986
+22.93%
-2.98%
+17.75%
-2.42%
1985
+26.81%
-0.45%
+25.09%
-1.93%