Gold Portfolio vs Tyler Golden Butterfly Portfolio Portfolio Comparison

Simulation Settings
Period: January 1927 - May 2025 (~98 years)
Consolidated Returns as of 31 May 2025
Initial Amount: 1$
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
(1995/06 - 2025/05)
All Data
(1927/01 - 2025/05)
Inflation Adjusted:
Gold Portfolio
1.00$
Invested Capital
June 1995
7.86$
Final Capital
May 2025
7.11%
Yearly Return
15.68%
Std Deviation
-42.91%
Max Drawdown
107months
Recovery Period
1.00$
Invested Capital
June 1995
3.73$
Final Capital
May 2025
4.48%
Yearly Return
15.68%
Std Deviation
-45.71%
Max Drawdown
158months
Recovery Period
1.00$
Invested Capital
January 1927
146.29$
Final Capital
May 2025
5.20%
Yearly Return
15.83%
Std Deviation
-61.78%
Max Drawdown
319months
Recovery Period
1.00$
Invested Capital
January 1927
8.08$
Final Capital
May 2025
2.15%
Yearly Return
15.83%
Std Deviation
-82.52%
Max Drawdown
542months
Recovery Period
Tyler Golden Butterfly Portfolio
1.00$
Invested Capital
June 1995
9.46$
Final Capital
May 2025
7.78%
Yearly Return
7.81%
Std Deviation
-17.79%
Max Drawdown
30months
Recovery Period
1.00$
Invested Capital
June 1995
4.49$
Final Capital
May 2025
5.13%
Yearly Return
7.81%
Std Deviation
-23.47%
Max Drawdown
48months*
Recovery Period
* in progress
1.00$
Invested Capital
January 1927
2.81 K$
Final Capital
May 2025
8.40%
Yearly Return
8.80%
Std Deviation
-48.31%
Max Drawdown
70months
Recovery Period
1.00$
Invested Capital
January 1927
155.28$
Final Capital
May 2025
5.26%
Yearly Return
8.80%
Std Deviation
-34.73%
Max Drawdown
44months
Recovery Period

As of May 2025, in the previous 30 Years, the Gold Portfolio obtained a 7.11% compound annual return, with a 15.68% standard deviation. It suffered a maximum drawdown of -42.91% that required 107 months to be recovered.

As of May 2025, in the previous 30 Years, the Tyler Golden Butterfly Portfolio obtained a 7.78% compound annual return, with a 7.81% standard deviation. It suffered a maximum drawdown of -17.79% that required 30 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.

Gold Portfolio
Weight
(%)		 Ticker Name
100.00
GLD
SPDR Gold 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, 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
(1995/06 - 2025/05)
All Data
(1927/01 - 2025/05)
Inflation Adjusted:
Swipe left to see all data
Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Gold
 1 $ 7.86 $ 685.68% 7.11%
Tyler Golden Butterfly
Tyler 		1 $ 9.46 $ 845.92% 7.78%
Jun 1995 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Gold
 1 $ 3.73 $ 272.67% 4.48%
Tyler Golden Butterfly
Tyler 		1 $ 4.49 $ 348.68% 5.13%
Jun 1995 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Gold
 1 $ 146.29 $ 14 528.84% 5.20%
Tyler Golden Butterfly
Tyler 		1 $ 2 811.98 $ 281 098.11% 8.40%
Jan 1927 May 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Gold
 1 $ 8.08 $ 707.83% 2.15%
Tyler Golden Butterfly
Tyler 		1 $ 155.28 $ 15 428.26% 5.26%
Jan 1927 May 2025

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Return (%) as of May 31, 2025
YTD
(5M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~98Y)
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_gold.webp Gold
-- Market Benchmark 		25.39 -0.06 23.62 41.01 13.26 10.28 7.11 5.20
https://www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_tyler.webp Golden Butterfly
Tyler 		3.31 1.15 -0.23 11.31 6.45 6.31 7.78 8.40
Returns over 1 year are annualized.
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Portfolio Metrics as of May 31, 2025

The following metrics, updated as of 31 May 2025, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON
Period: 1 June 2024 - 31 May 2025 (1 year)
Period: 1 June 2020 - 31 May 2025 (5 years)
Period: 1 June 2015 - 31 May 2025 (10 years)
Period: 1 June 1995 - 31 May 2025 (30 years)
Period: 1 January 1927 - 31 May 2025 (~98 years)
1 Year
5 Years
10 Years
30 Years
All (1927/01 - 2025/05)
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Gold Golden Butterfly
Author Tyler
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 0% 40%
Commodities 100% 20%
PERFORMANCES
Annualized Return (%) 41.01 11.31
Infl. Adjusted (%) 37.74 8.73
DRAWDOWN
Deepest Drawdown Depth (%) -4.49 -3.42
Start to Recovery (months) 3 6*
Longest Drawdown Depth (%) -4.49 -3.42
Start to Recovery (months) 3 6*
Longest Negative Period (months) 3 6*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 12.32 6.92
Sharpe Ratio 2.95 0.95
Sortino Ratio 4.14 1.33
Ulcer Index 1.52 1.16
Ratio: Return / Standard Deviation 3.33 1.63
Ratio: Return / Deepest Drawdown 9.14 3.31
Metrics calculated over the period 1 June 2024 - 31 May 2025
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Gold Golden Butterfly
Author Tyler
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 0% 40%
Commodities 100% 20%
PERFORMANCES
Annualized Return (%) 13.26 6.45
Infl. Adjusted (%) 8.26 1.75
DRAWDOWN
Deepest Drawdown Depth (%) -18.08 -17.79
Start to Recovery (months) 40 30
Longest Drawdown Depth (%) -18.08 -17.79
Start to Recovery (months) 40 30
Longest Negative Period (months) 39 39
RISK INDICATORS
Standard Deviation (%) 14.73 9.93
Sharpe Ratio 0.72 0.39
Sortino Ratio 1.09 0.54
Ulcer Index 6.97 6.42
Ratio: Return / Standard Deviation 0.90 0.65
Ratio: Return / Deepest Drawdown 0.73 0.36
Metrics calculated over the period 1 June 2020 - 31 May 2025
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Gold Golden Butterfly
Author Tyler
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 0% 40%
Commodities 100% 20%
PERFORMANCES
Annualized Return (%) 10.28 6.31
Infl. Adjusted (%) 7.00 3.14
DRAWDOWN
Deepest Drawdown Depth (%) -18.08 -17.79
Start to Recovery (months) 40 30
Longest Drawdown Depth (%) -18.08 -17.79
Start to Recovery (months) 40 30
Longest Negative Period (months) 40 39
RISK INDICATORS
Standard Deviation (%) 14.10 8.57
Sharpe Ratio 0.60 0.53
Sortino Ratio 0.90 0.74
Ulcer Index 6.65 4.82
Ratio: Return / Standard Deviation 0.73 0.74
Ratio: Return / Deepest Drawdown 0.57 0.35
Metrics calculated over the period 1 June 2015 - 31 May 2025
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Gold Golden Butterfly
Author Tyler
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 0% 40%
Commodities 100% 20%
PERFORMANCES
Annualized Return (%) 7.11 7.78
Infl. Adjusted (%) 4.48 5.13
DRAWDOWN
Deepest Drawdown Depth (%) -42.91 -17.79
Start to Recovery (months) 107 30
Longest Drawdown Depth (%) -42.91 -17.79
Start to Recovery (months) 107 30
Longest Negative Period (months) 145 39
RISK INDICATORS
Standard Deviation (%) 15.68 7.81
Sharpe Ratio 0.31 0.70
Sortino Ratio 0.46 0.94
Ulcer Index 20.46 3.58
Ratio: Return / Standard Deviation 0.45 1.00
Ratio: Return / Deepest Drawdown 0.17 0.44
Metrics calculated over the period 1 June 1995 - 31 May 2025
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Gold Golden Butterfly
Author Tyler
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 0% 40%
Commodities 100% 20%
PERFORMANCES
Annualized Return (%) 5.20 8.40
Infl. Adjusted (%) 2.15 5.26
DRAWDOWN
Deepest Drawdown Depth (%) -61.78 -48.31
Start to Recovery (months) 319 70
Longest Drawdown Depth (%) -61.78 -23.45
Start to Recovery (months) 319 71
Longest Negative Period (months) 433 74
RISK INDICATORS
Standard Deviation (%) 15.83 8.80
Sharpe Ratio 0.12 0.57
Sortino Ratio 0.20 0.80
Ulcer Index 26.29 6.90
Ratio: Return / Standard Deviation 0.33 0.95
Ratio: Return / Deepest Drawdown 0.08 0.17
Metrics calculated over the period 1 January 1927 - 31 May 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 June 1995 - 31 May 2025 (30 years)
Period: 1 January 1927 - 31 May 2025 (~98 years)
30 Years
(1995/06 - 2025/05)

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Gold Golden Butterfly
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-42.91 107 Sep 2011
Jul 2020
-37.17 95 Feb 1996
Dec 2003
-25.83 15 Mar 2008
May 2009
-18.08 40 Aug 2020
Nov 2023
-17.79 30 Jan 2022
Jun 2024
-14.81 19 Mar 2008
Sep 2009
-9.44 8 May 1998
Dec 1998
-8.64 10 Dec 2004
Sep 2005
-8.63 10 May 2006
Feb 2007
-8.37 6 Dec 2009
May 2010
-8.31 7 Apr 2004
Oct 2004
-7.16 5 Feb 2020
Jun 2020
-6.86 12 Jun 2002
May 2003
-6.38 3 Jan 2011
Mar 2011
-6.37 8 Sep 2018
Apr 2019

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Gold Golden Butterfly
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-61.78 319 Oct 1980
Apr 2007
-48.31 70 Sep 1929
Jun 1935
-44.24 43 Jan 1975
Jul 1978
-42.91 107 Sep 2011
Jul 2020
-25.83 15 Mar 2008
May 2009
-24.27 5 Feb 1980
Jun 1980
-23.45 71 Mar 1937
Jan 1943
-20.49 7 Jul 1973
Jan 1974
-20.28 4 Nov 1978
Feb 1979
-19.77 32 May 1969
Dec 1971
-18.25 255 Jan 1948
Mar 1969
-18.08 40 Aug 2020
Nov 2023
-17.79 30 Jan 2022
Jun 2024
-17.05 22 May 1969
Feb 1971
-16.62 8 Apr 1974
Nov 1974

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 1927 - 31 May 2025 (~98 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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Gold Golden Butterfly
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 25.39 -0.06 3.31 -0.53
2024
 26.66 -4.49 10.73 -3.42
2023
 12.69 -7.22 11.98 -8.08
2022
 -0.77 -15.91 -13.35 -17.79
2021
 -4.15 -10.32 9.35 -2.45
2020
 24.81 -10.12 13.93 -7.16
2019
 17.86 -4.10 18.03 -1.83
2018
 -1.94 -11.66 -4.03 -6.37
2017
 12.81 -4.09 10.96 -0.32
2016
 8.03 -15.02 10.82 -3.36
2015
 -10.67 -17.81 -3.71 -6.25
2014
 -2.19 -12.44 9.13 -3.27
2013
 -28.33 -28.33 6.26 -3.84
2012
 6.60 -10.45 8.84 -2.43
2011
 9.57 -14.48 8.86 -3.00
2010
 29.27 -5.09 16.54 -2.77
2009
 24.03 -7.20 10.77 -10.16
2008
 4.92 -25.83 -4.18 -13.53
2007
 30.45 -4.20 9.58 -2.06
2006
 22.55 -8.63 12.44 -2.71
2005
 17.76 -4.91 8.04 -1.76
2004
 4.65 -8.31 9.88 -4.36
2003
 19.89 -8.88 18.85 -2.72
2002
 25.57 -6.72 3.15 -6.86
2001
 0.75 -6.10 2.71 -4.99
2000
 -5.44 -9.93 6.88 -3.64
1999
 0.85 -11.47 4.24 -3.38
1998
 -0.83 -12.01 8.03 -9.44
1997
 -21.41 -21.41 13.09 -2.50
1996
 -4.59 -8.95 8.18 -2.60
1995
 0.98 -2.46 21.86 -0.40
1994
 -2.17 -3.91 -1.98 -4.64
1993
 17.68 -11.51 14.50 -1.37
1992
 -5.73 -6.97 9.15 -1.58
1991
 -8.56 -10.05 19.14 -1.63
1990
 -3.11 -15.14 -2.51 -7.94
1989
 -2.84 -12.30 14.78 -0.89
1988
 -15.26 -18.05 9.18 -1.64
1987
 24.53 -1.97 5.10 -10.93
1986
 18.96 -8.14 17.75 -2.42
1985
 6.00 -6.67 25.09 -1.93
1984
 -19.38 -21.80 3.75 -4.68
1983
 -16.31 -23.52 11.13 -2.46
1982
 14.94 -20.13 28.31 -5.34
1981
 -32.60 -32.60 -1.23 -8.50
1980
 15.19 -24.27 15.59 -13.73
1979
 126.55 -4.46 38.92 -6.53
1978
 37.01 -20.28 13.30 -7.41
1977
 22.64 -4.00 7.87 -1.53
1976
 -4.10 -25.85 20.55 -2.29
1975
 -24.80 -25.92 16.99 -8.68
1974
 66.15 -16.62 5.51 -14.87
1973
 72.96 -20.49 7.22 -5.95
1972
 49.02 -6.88 17.32 -1.70
1971
 16.70 -3.48 14.13 -3.04
1970
 6.16 -1.56 8.32 -8.47
1969
 -16.07 -19.25 -9.95 -11.26
1968
 18.16 -7.38 14.16 -1.16
1967
 0.28 0.00 15.73 -1.53
1966
 -0.28 -0.28 -1.43 -6.81
1965
 0.42 0.00 9.98 -1.26
1964
 0.28 0.00 9.63 -0.39
1963
 -0.28 -0.28 9.52 -1.19
1962
 -0.42 -0.42 -2.25 -8.47
1961
 -2.74 -2.74 11.32 -1.53
1960
 3.55 0.00 4.68 -2.33
1959
 0.00 0.00 5.78 -2.67
1958
 0.00 0.00 21.04 -0.09
1957
 0.14 0.00 -1.90 -5.44
1956
 0.14 0.00 2.40 -3.74
1955
 -0.28 -0.28 9.05 -1.20
1954
 -0.70 -0.70 24.09 -1.32
1953
 -8.27 -8.27 -1.25 -5.95
1952
 -3.25 -3.25 5.01 -1.97
1951
 -0.62 -0.62 5.62 -3.17
1950
 -0.62 -0.62 15.80 -2.07
1949
 -3.57 -3.57 8.87 -1.60
1948
 -2.33 -2.33 0.60 -4.83
1947
 12.42 0.00 3.73 -2.27
1946
 2.68 0.00 -2.14 -9.34
1945
 2.76 0.00 23.40 -1.03
1944
 -0.68 -0.68 13.20 -0.29
1943
 2.82 0.00 18.24 -2.65
1942
 0.00 0.00 8.95 -4.55
1941
 2.90 0.00 -1.87 -5.56
1940
 -1.43 -1.43 -0.80 -9.89
1939
 0.00 0.00 -0.30 -6.03
1938
 0.00 0.00 14.14 -10.34
1937
 0.00 0.00 -15.74 -17.75
1936
 0.00 0.00 19.77 -2.63
1935
 0.00 0.00 19.44 -3.22
1934
 8.29 0.00 5.81 -5.68
1933
 56.36 0.00 45.52 -6.98
1932
 0.00 0.00 2.29 -16.27
1931
 0.00 0.00 -20.79 -25.80
1930
 0.00 0.00 -10.68 -16.78
1929
 0.00 0.00 -3.62 -14.87
1928
 0.00 0.00 13.65 -2.02
1927
 0.00 0.00 16.03 -1.81
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