Tyler Golden Butterfly Portfolio vs Roger Gibson Talmud Portfolio Portfolio Comparison

Simulation Settings
Period: January 1928 - April 2025 (~97 years)
Consolidated Returns as of 30 April 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1928)
Inflation Adjusted:
Tyler Golden Butterfly Portfolio
1.00$
Initial Capital
May 1995
9.62$
Final Capital
April 2025
7.84%
Yearly Return
7.82%
Std Deviation
-17.79%
Max Drawdown
30months
Recovery Period
1.00$
Initial Capital
May 1995
4.57$
Final Capital
April 2025
5.19%
Yearly Return
7.82%
Std Deviation
-23.47%
Max Drawdown
47months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1928
2.4K$
Final Capital
April 2025
8.32%
Yearly Return
8.84%
Std Deviation
-48.31%
Max Drawdown
70months
Recovery Period
1.00$
Initial Capital
January 1928
129.71$
Final Capital
April 2025
5.13%
Yearly Return
8.84%
Std Deviation
-34.73%
Max Drawdown
44months
Recovery Period
Roger Gibson Talmud Portfolio
1.00$
Initial Capital
May 1995
11.45$
Final Capital
April 2025
8.47%
Yearly Return
10.94%
Std Deviation
-40.17%
Max Drawdown
41months
Recovery Period
1.00$
Initial Capital
May 1995
5.44$
Final Capital
April 2025
5.81%
Yearly Return
10.94%
Std Deviation
-42.21%
Max Drawdown
49months
Recovery Period
1.00$
Initial Capital
January 1928
1.4K$
Final Capital
April 2025
7.76%
Yearly Return
12.34%
Std Deviation
-57.05%
Max Drawdown
89months
Recovery Period
1.00$
Initial Capital
January 1928
78.34$
Final Capital
April 2025
4.58%
Yearly Return
12.34%
Std Deviation
-45.76%
Max Drawdown
46months
Recovery Period

As of April 2025, in the previous 30 Years, the Tyler Golden Butterfly Portfolio obtained a 7.84% 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 April 2025, in the previous 30 Years, the Roger Gibson Talmud Portfolio obtained a 8.47% compound annual return, with a 10.94% standard deviation. It suffered a maximum drawdown of -40.17% that required 41 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
Roger Gibson Talmud Portfolio
Weight
(%)		 Ticker Name
33.34
VTI
Vanguard Total Stock Market
33.33
VNQ
Vanguard Real Estate
33.33
BND
Vanguard Total Bond Market
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Portfolio Returns as of Apr 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
Period: 1 January 1928 - 30 April 2025 (~97 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~97Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_tyler.webp Golden Butterfly
Tyler 		2.13 -0.02 1.71 13.22 6.52 6.19 7.84 8.32
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_roger_gibson.webp Talmud Portfolio
Roger Gibson 		-0.72 -0.93 -1.15 11.83 7.35 6.37 8.47 7.76
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

Tyler Golden Butterfly Portfolio: an investment of 1$, since May 1995, now would be worth 9.62$, with a total return of 861.57% (7.84% annualized).

Roger Gibson Talmud Portfolio: an investment of 1$, since May 1995, now would be worth 11.45$, with a total return of 1045.13% (8.47% annualized).


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Tyler Golden Butterfly Portfolio: an investment of 1$, since January 1928, now would be worth 2396.00$, with a total return of 239500.11% (8.32% annualized).

Roger Gibson Talmud Portfolio: an investment of 1$, since January 1928, now would be worth 1447.09$, with a total return of 144609.43% (7.76% annualized).


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Portfolio Metrics as of Apr 30, 2025

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

METRIC COMPARISON
Period: 1 May 2024 - 30 April 2025 (1 year)
Period: 1 May 2020 - 30 April 2025 (5 years)
Period: 1 May 2015 - 30 April 2025 (10 years)
Period: 1 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1928 - 30 April 2025 (~97 years)
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Golden Butterfly Talmud Portfolio
Author Tyler Roger Gibson
ASSET ALLOCATION
Stocks 40% 66.67%
Fixed Income 40% 33.33%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 13.22 11.83
Infl. Adjusted Return (%) 10.92 9.56
DRAWDOWN
Deepest Drawdown Depth (%) -3.42 -5.09
Start to Recovery (months) 5* 5*
Longest Drawdown Depth (%) -3.42 -5.09
Start to Recovery (months) 5* 5*
Longest Negative Period (months) 5* 8*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.17 9.47
Sharpe Ratio 1.17 0.74
Sortino Ratio 1.60 0.94
Ulcer Index 1.16 2.43
Ratio: Return / Standard Deviation 1.84 1.25
Ratio: Return / Deepest Drawdown 3.86 2.32
Metrics calculated over the period 1 May 2024 - 30 April 2025
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Golden Butterfly Talmud Portfolio
Author Tyler Roger Gibson
ASSET ALLOCATION
Stocks 40% 66.67%
Fixed Income 40% 33.33%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 6.52 7.35
Infl. Adjusted Return (%) 1.90 2.70
DRAWDOWN
Deepest Drawdown Depth (%) -17.79 -22.88
Start to Recovery (months) 30 32
Longest Drawdown Depth (%) -17.79 -22.88
Start to Recovery (months) 30 32
Longest Negative Period (months) 39 35
RISK INDICATORS
Standard Deviation (%) 9.94 12.94
Sharpe Ratio 0.40 0.37
Sortino Ratio 0.56 0.50
Ulcer Index 6.42 9.89
Ratio: Return / Standard Deviation 0.66 0.57
Ratio: Return / Deepest Drawdown 0.37 0.32
Metrics calculated over the period 1 May 2020 - 30 April 2025
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Golden Butterfly Talmud Portfolio
Author Tyler Roger Gibson
ASSET ALLOCATION
Stocks 40% 66.67%
Fixed Income 40% 33.33%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 6.19 6.37
Infl. Adjusted Return (%) 3.03 3.20
DRAWDOWN
Deepest Drawdown Depth (%) -17.79 -22.88
Start to Recovery (months) 30 32
Longest Drawdown Depth (%) -17.79 -22.88
Start to Recovery (months) 30 32
Longest Negative Period (months) 39 35
RISK INDICATORS
Standard Deviation (%) 8.57 11.59
Sharpe Ratio 0.52 0.40
Sortino Ratio 0.72 0.53
Ulcer Index 4.82 7.39
Ratio: Return / Standard Deviation 0.72 0.55
Ratio: Return / Deepest Drawdown 0.35 0.28
Metrics calculated over the period 1 May 2015 - 30 April 2025
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Golden Butterfly Talmud Portfolio
Author Tyler Roger Gibson
ASSET ALLOCATION
Stocks 40% 66.67%
Fixed Income 40% 33.33%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 7.84 8.47
Infl. Adjusted Return (%) 5.19 5.81
DRAWDOWN
Deepest Drawdown Depth (%) -17.79 -40.17
Start to Recovery (months) 30 41
Longest Drawdown Depth (%) -17.79 -40.17
Start to Recovery (months) 30 41
Longest Negative Period (months) 39 65
RISK INDICATORS
Standard Deviation (%) 7.82 10.94
Sharpe Ratio 0.71 0.57
Sortino Ratio 0.95 0.73
Ulcer Index 3.58 7.45
Ratio: Return / Standard Deviation 1.00 0.77
Ratio: Return / Deepest Drawdown 0.44 0.21
Metrics calculated over the period 1 May 1995 - 30 April 2025
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Golden Butterfly Talmud Portfolio
Author Tyler Roger Gibson
ASSET ALLOCATION
Stocks 40% 66.67%
Fixed Income 40% 33.33%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 8.32 7.76
Infl. Adjusted Return (%) 5.13 4.58
DRAWDOWN
Deepest Drawdown Depth (%) -48.31 -57.05
Start to Recovery (months) 70 89
Longest Drawdown Depth (%) -23.45 -57.05
Start to Recovery (months) 71 89
Longest Negative Period (months) 72 160
RISK INDICATORS
Standard Deviation (%) 8.84 12.34
Sharpe Ratio 0.56 0.36
Sortino Ratio 0.79 0.49
Ulcer Index 6.94 10.05
Ratio: Return / Standard Deviation 0.94 0.63
Ratio: Return / Deepest Drawdown 0.17 0.14
Metrics calculated over the period 1 January 1928 - 30 April 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 May 1995 - 30 April 2025 (30 years)
Period: 1 January 1928 - 30 April 2025 (~97 years)

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Golden Butterfly Talmud Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-40.17 41 Jun 2007
Oct 2010
-22.88 32 Jan 2022
Aug 2024
-17.79 30 Jan 2022
Jun 2024
-15.16 7 Feb 2020
Aug 2020
-14.81 19 Mar 2008
Sep 2009
-10.50 8 Jun 2011
Jan 2012
-10.43 6 Jul 1998
Dec 1998
-9.44 8 May 1998
Dec 1998
-8.26 14 Apr 2002
May 2003
-7.57 6 Sep 2018
Feb 2019
-7.16 5 Feb 2020
Jun 2020
-6.86 12 Jun 2002
May 2003
-6.69 5 Apr 2004
Aug 2004
-6.37 8 Sep 2018
Apr 2019
-6.25 14 Feb 2015
Mar 2016

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Golden Butterfly Talmud Portfolio
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-57.05 89 Sep 1929
Jan 1937
-48.31 70 Sep 1929
Jun 1935
-40.17 41 Jun 2007
Oct 2010
-29.48 67 Aug 1937
Feb 1943
-25.53 38 Dec 1972
Jan 1976
-23.45 71 Mar 1937
Jan 1943
-22.88 32 Jan 2022
Aug 2024
-17.79 30 Jan 2022
Jun 2024
-17.05 22 May 1969
Feb 1971
-15.52 17 Sep 1987
Jan 1989
-15.49 24 Dec 1968
Nov 1970
-15.16 7 Feb 2020
Aug 2020
-14.87 10 Apr 1974
Jan 1975
-14.81 19 Mar 2008
Sep 2009
-13.73 5 Feb 1980
Jun 1980

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 1928 - 30 April 2025 (~97 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 Talmud Portfolio
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 2.13 -0.53 -0.72 -3.70
2024
 10.73 -3.42 10.00 -4.87
2023
 11.98 -8.08 14.42 -9.16
2022
 -13.35 -17.79 -19.62 -22.88
2021
 9.35 -2.45 21.44 -3.93
2020
 13.93 -7.16 8.02 -15.16
2019
 18.03 -1.83 22.79 -1.65
2018
 -4.03 -6.37 -3.78 -7.57
2017
 10.96 -0.32 9.90 -0.80
2016
 10.82 -3.36 7.99 -4.84
2015
 -3.71 -6.25 1.11 -5.69
2014
 9.13 -3.27 16.24 -3.05
2013
 6.26 -3.84 11.22 -4.74
2012
 8.84 -2.43 12.41 -3.41
2011
 8.86 -3.00 5.83 -10.50
2010
 16.54 -2.77 17.33 -7.24
2009
 10.77 -10.16 20.87 -18.28
2008
 -4.18 -13.53 -22.37 -28.90
2007
 9.58 -2.06 -1.40 -7.11
2006
 12.44 -2.71 18.42 -3.01
2005
 8.04 -1.76 6.88 -3.47
2004
 9.88 -4.36 15.93 -6.69
2003
 18.85 -2.72 23.46 -1.81
2002
 3.15 -6.86 -2.82 -8.26
2001
 2.71 -4.99 3.27 -5.08
2000
 6.88 -3.64 9.05 -4.13
1999
 4.24 -3.38 6.34 -4.64
1998
 8.03 -9.44 5.18 -10.43
1997
 13.09 -2.50 19.74 -1.89
1996
 8.18 -2.60 19.46 -1.65
1995
 21.86 -0.40 22.03 -0.94
1994
 -1.98 -4.64 -3.74 -8.67
1993
 14.50 -1.37 13.33 -2.90
1992
 9.15 -1.58 10.28 -1.73
1991
 19.14 -1.63 27.78 -2.56
1990
 -2.51 -7.94 -4.26 -10.14
1989
 14.78 -0.89 16.87 -1.33
1988
 9.18 -1.64 12.71 -1.50
1987
 5.10 -10.93 0.17 -15.52
1986
 17.75 -2.42 16.28 -3.57
1985
 25.09 -1.93 24.20 -2.28
1984
 3.75 -4.68 12.71 -4.02
1983
 11.13 -2.46 19.51 -2.63
1982
 28.31 -5.34 24.41 -3.38
1981
 -1.23 -8.50 3.76 -8.59
1980
 15.59 -13.73 20.13 -9.71
1979
 38.92 -6.53 21.82 -8.78
1978
 13.30 -7.41 6.65 -7.13
1977
 7.87 -1.53 6.70 -1.95
1976
 20.55 -2.29 29.26 -1.67
1975
 16.99 -8.68 21.49 -7.79
1974
 5.51 -14.87 -14.51 -20.06
1973
 7.22 -5.95 -9.74 -10.13
1972
 17.32 -1.70 9.45 -2.27
1971
 14.13 -3.04 10.45 -6.96
1970
 8.32 -8.47 10.08 -12.17
1969
 -9.95 -11.26 -1.80 -6.18
1968
 14.16 -1.16 6.81 -3.69
1967
 15.73 -1.53 9.72 -3.90
1966
 -1.43 -6.81 -0.84 -8.95
1965
 9.98 -1.26 5.52 -3.72
1964
 9.63 -0.39 7.19 -1.30
1963
 9.52 -1.19 8.31 -2.46
1962
 -2.25 -8.47 -1.20 -12.80
1961
 11.32 -1.53 9.75 -2.91
1960
 4.68 -2.33 4.91 -4.48
1959
 5.78 -2.67 3.73 -4.97
1958
 21.04 -0.09 14.22 -2.11
1957
 -1.90 -5.44 0.45 -7.30
1956
 2.40 -3.74 2.62 -6.16
1955
 9.05 -1.20 8.32 -3.92
1954
 24.09 -1.32 18.11 -3.79
1953
 -1.25 -5.95 5.28 -3.00
1952
 5.01 -1.97 6.76 -3.14
1951
 5.62 -3.17 8.95 -5.14
1950
 15.80 -2.07 11.28 -4.60
1949
 8.87 -1.60 8.15 -4.52
1948
 0.60 -4.83 2.34 -7.33
1947
 3.73 -2.27 8.22 -2.39
1946
 -2.14 -9.34 6.18 -10.61
1945
 23.40 -1.03 18.38 -3.34
1944
 13.20 -0.29 13.36 -1.14
1943
 18.24 -2.65 13.94 -7.79
1942
 8.95 -4.55 7.12 -9.40
1941
 -1.87 -5.56 -5.41 -8.93
1940
 -0.80 -9.89 0.15 -15.43
1939
 -0.30 -6.03 1.38 -9.87
1938
 14.14 -10.34 10.63 -18.12
1937
 -15.74 -17.75 -10.14 -17.27
1936
 19.77 -2.63 13.80 -5.89
1935
 19.44 -3.22 19.99 -8.97
1934
 5.81 -5.68 4.17 -10.97
1933
 45.52 -6.98 18.79 -17.83
1932
 2.29 -16.27 -2.29 -28.97
1931
 -20.79 -25.80 -18.11 -28.11
1930
 -10.68 -16.78 -8.30 -19.91
1929
 -3.62 -14.87 -3.04 -22.74
1928
 13.65 -2.02 13.08 -4.68
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