Tyler Golden Butterfly Portfolio vs Stocks/Bonds 60/40 Portfolio Portfolio Comparison

Simulation Settings
Period: January 1927 - March 2025 (~98 years)
Consolidated Returns as of 31 March 2025
Rebalancing: at every Jan 1st
Currency: USD
Inflation: US
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Results
30 Years
All (since January 1927)
Inflation Adjusted:
Tyler Golden Butterfly Portfolio
1.00$
Initial Capital
April 1995
9.76$
Final Capital
March 2025
7.89%
Yearly Return
7.82%
Std Deviation
-17.79%
Max Drawdown
30months
Recovery Period
1.00$
Initial Capital
April 1995
4.62$
Final Capital
March 2025
5.23%
Yearly Return
7.82%
Std Deviation
-23.47%
Max Drawdown
46months*
Recovery Period
* in progress
1.00$
Initial Capital
January 1927
2.8K$
Final Capital
March 2025
8.41%
Yearly Return
8.81%
Std Deviation
-48.31%
Max Drawdown
70months
Recovery Period
1.00$
Initial Capital
January 1927
154.00$
Final Capital
March 2025
5.26%
Yearly Return
8.81%
Std Deviation
-34.73%
Max Drawdown
44months
Recovery Period
Stocks/Bonds 60/40 Portfolio
1.00$
Initial Capital
April 1995
11.02$
Final Capital
March 2025
8.33%
Yearly Return
9.68%
Std Deviation
-30.55%
Max Drawdown
36months
Recovery Period
1.00$
Initial Capital
April 1995
5.21$
Final Capital
March 2025
5.66%
Yearly Return
9.68%
Std Deviation
-31.69%
Max Drawdown
38months
Recovery Period
1.00$
Initial Capital
January 1927
3.0K$
Final Capital
March 2025
8.49%
Yearly Return
11.51%
Std Deviation
-62.03%
Max Drawdown
83months
Recovery Period
1.00$
Initial Capital
January 1927
166.74$
Final Capital
March 2025
5.35%
Yearly Return
11.51%
Std Deviation
-52.05%
Max Drawdown
71months
Recovery Period

As of March 2025, in the previous 30 Years, the Tyler Golden Butterfly Portfolio obtained a 7.89% 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 March 2025, in the previous 30 Years, the Stocks/Bonds 60/40 Portfolio obtained a 8.33% compound annual return, with a 9.68% standard deviation. It suffered a maximum drawdown of -30.55% that required 36 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
(%)		 ETF
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
Stocks/Bonds 60/40 Portfolio
Weight
(%)		 ETF
Ticker		 Name
60.00
VTI
Vanguard Total Stock Market
40.00
BND
Vanguard Total Bond Market
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Portfolio Returns as of Mar 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
Period: 1 January 1927 - 31 March 2025 (~98 years)
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Return (%) as of Mar 31, 2025
YTD
(3M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~98Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_tyler.webp Golden Butterfly
Tyler 		2.15 -0.51 1.09 9.99 7.78 6.09 7.89 8.41
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Stocks/Bonds 60/40
-- Market Benchmark 		-1.79 -3.49 -1.23 6.71 10.62 7.80 8.33 8.49
Return over 1 year are annualized.
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Capital Growth as of Mar 31, 2025

Tyler Golden Butterfly Portfolio: an investment of 1$, since April 1995, now would be worth 9.76$, with a total return of 876.21% (7.89% annualized).

Stocks/Bonds 60/40 Portfolio: an investment of 1$, since April 1995, now would be worth 11.02$, with a total return of 1002.22% (8.33% annualized).


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Tyler Golden Butterfly Portfolio: an investment of 1$, since January 1927, now would be worth 2780.41$, with a total return of 277941.46% (8.41% annualized).

Stocks/Bonds 60/40 Portfolio: an investment of 1$, since January 1927, now would be worth 3010.43$, with a total return of 300943.24% (8.49% annualized).


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Portfolio Metrics as of Mar 31, 2025

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

METRIC COMPARISON
Period: 1 April 2024 - 31 March 2025 (1 year)
Period: 1 April 2020 - 31 March 2025 (5 years)
Period: 1 April 2015 - 31 March 2025 (10 years)
Period: 1 April 1995 - 31 March 2025 (30 years)
Period: 1 January 1927 - 31 March 2025 (~98 years)
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Golden Butterfly Stocks/Bonds 60/40
Author Tyler
ASSET ALLOCATION
Stocks 40% 60%
Fixed Income 40% 40%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 9.99 6.71
Infl. Adjusted Return (%) 7.42 4.22
DRAWDOWN
Deepest Drawdown Depth (%) -3.42 -4.31
Start to Recovery (months) 4* 4*
Longest Drawdown Depth (%) -3.42 -4.31
Start to Recovery (months) 4* 4*
Longest Negative Period (months) 4* 6*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 8.06 9.20
Sharpe Ratio 0.63 0.20
Sortino Ratio 0.85 0.26
Ulcer Index 1.35 1.78
Ratio: Return / Standard Deviation 1.24 0.73
Ratio: Return / Deepest Drawdown 2.92 1.56
Metrics calculated over the period 1 April 2024 - 31 March 2025
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Golden Butterfly Stocks/Bonds 60/40
Author Tyler
ASSET ALLOCATION
Stocks 40% 60%
Fixed Income 40% 40%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 7.78 10.62
Infl. Adjusted Return (%) 3.26 5.99
DRAWDOWN
Deepest Drawdown Depth (%) -17.79 -20.69
Start to Recovery (months) 30 26
Longest Drawdown Depth (%) -17.79 -20.69
Start to Recovery (months) 30 26
Longest Negative Period (months) 39 34
RISK INDICATORS
Standard Deviation (%) 10.22 12.05
Sharpe Ratio 0.52 0.68
Sortino Ratio 0.72 0.92
Ulcer Index 6.42 7.69
Ratio: Return / Standard Deviation 0.76 0.88
Ratio: Return / Deepest Drawdown 0.44 0.51
Metrics calculated over the period 1 April 2020 - 31 March 2025
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Golden Butterfly Stocks/Bonds 60/40
Author Tyler
ASSET ALLOCATION
Stocks 40% 60%
Fixed Income 40% 40%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 6.09 7.80
Infl. Adjusted Return (%) 2.92 4.57
DRAWDOWN
Deepest Drawdown Depth (%) -17.79 -20.69
Start to Recovery (months) 30 26
Longest Drawdown Depth (%) -17.79 -20.69
Start to Recovery (months) 30 26
Longest Negative Period (months) 39 34
RISK INDICATORS
Standard Deviation (%) 8.58 10.45
Sharpe Ratio 0.51 0.58
Sortino Ratio 0.71 0.78
Ulcer Index 4.86 5.80
Ratio: Return / Standard Deviation 0.71 0.75
Ratio: Return / Deepest Drawdown 0.34 0.38
Metrics calculated over the period 1 April 2015 - 31 March 2025
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Golden Butterfly Stocks/Bonds 60/40
Author Tyler
ASSET ALLOCATION
Stocks 40% 60%
Fixed Income 40% 40%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 7.89 8.33
Infl. Adjusted Return (%) 5.23 5.66
DRAWDOWN
Deepest Drawdown Depth (%) -17.79 -30.55
Start to Recovery (months) 30 36
Longest Drawdown Depth (%) -17.79 -21.56
Start to Recovery (months) 30 41
Longest Negative Period (months) 39 110
RISK INDICATORS
Standard Deviation (%) 7.82 9.68
Sharpe Ratio 0.72 0.62
Sortino Ratio 0.96 0.82
Ulcer Index 3.58 6.90
Ratio: Return / Standard Deviation 1.01 0.86
Ratio: Return / Deepest Drawdown 0.44 0.27
Metrics calculated over the period 1 April 1995 - 31 March 2025
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Golden Butterfly Stocks/Bonds 60/40
Author Tyler
ASSET ALLOCATION
Stocks 40% 60%
Fixed Income 40% 40%
Commodities 20% 0%
PERFORMANCES
Annualized Return (%) 8.41 8.49
Infl. Adjusted Return (%) 5.26 5.35
DRAWDOWN
Deepest Drawdown Depth (%) -48.31 -62.03
Start to Recovery (months) 70 83
Longest Drawdown Depth (%) -23.45 -62.03
Start to Recovery (months) 71 83
Longest Negative Period (months) 74 154
RISK INDICATORS
Standard Deviation (%) 8.81 11.51
Sharpe Ratio 0.57 0.45
Sortino Ratio 0.80 0.62
Ulcer Index 6.90 10.84
Ratio: Return / Standard Deviation 0.95 0.74
Ratio: Return / Deepest Drawdown 0.17 0.14
Metrics calculated over the period 1 January 1927 - 31 March 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 April 1995 - 31 March 2025 (30 years)
Period: 1 January 1927 - 31 March 2025 (~98 years)

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Golden Butterfly Stocks/Bonds 60/40
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-30.55 36 Nov 2007
Oct 2010
-21.56 41 Sep 2000
Jan 2004
-20.69 26 Jan 2022
Feb 2024
-17.79 30 Jan 2022
Jun 2024
-14.81 19 Mar 2008
Sep 2009
-12.29 6 Feb 2020
Jul 2020
-10.18 5 Jul 1998
Nov 1998
-9.44 8 May 1998
Dec 1998
-9.00 9 May 2011
Jan 2012
-8.38 7 Sep 2018
Mar 2019
-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
-5.35 5 Apr 2000
Aug 2000

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Golden Butterfly Stocks/Bonds 60/40
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-62.03 83 Sep 1929
Jul 1936
-48.31 70 Sep 1929
Jun 1935
-31.73 71 Mar 1937
Jan 1943
-30.55 36 Nov 2007
Oct 2010
-27.28 37 Jan 1973
Jan 1976
-23.45 71 Mar 1937
Jan 1943
-21.56 41 Sep 2000
Jan 2004
-20.69 26 Jan 2022
Feb 2024
-19.17 17 Sep 1987
Jan 1989
-18.76 26 Dec 1968
Jan 1971
-17.79 30 Jan 2022
Jun 2024
-17.05 22 May 1969
Feb 1971
-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 1927 - 31 March 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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Golden Butterfly Stocks/Bonds 60/40
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 2.15 -0.51 -1.79 -3.77
2024
 10.73 -3.42 14.84 -3.62
2023
 11.98 -8.08 17.79 -7.48
2022
 -13.35 -17.79 -16.95 -20.69
2021
 9.35 -2.45 14.66 -3.24
2020
 13.93 -7.16 15.70 -12.29
2019
 18.03 -1.83 21.94 -3.41
2018
 -4.03 -6.37 -3.17 -8.38
2017
 10.96 -0.32 14.15 0.00
2016
 10.82 -3.36 8.71 -2.95
2015
 -3.71 -6.25 0.44 -5.24
2014
 9.13 -3.27 9.85 -1.50
2013
 6.26 -3.84 19.23 -2.27
2012
 8.84 -2.43 11.13 -3.54
2011
 8.86 -3.00 3.75 -9.00
2010
 16.54 -2.77 12.93 -7.13
2009
 10.77 -10.16 18.79 -11.70
2008
 -4.18 -13.53 -19.44 -22.19
2007
 9.58 -2.06 5.99 -3.07
2006
 12.44 -2.71 11.12 -2.03
2005
 8.04 -1.76 4.74 -2.34
2004
 9.88 -4.36 9.37 -2.68
2003
 18.85 -2.72 20.04 -1.99
2002
 3.15 -6.86 -8.98 -13.74
2001
 2.71 -4.99 -3.21 -11.68
2000
 6.88 -3.64 -1.79 -8.27
1999
 4.24 -3.38 13.98 -3.76
1998
 8.03 -9.44 17.39 -10.18
1997
 13.09 -2.50 22.37 -3.12
1996
 8.18 -2.60 14.01 -3.33
1995
 21.86 -0.40 28.74 -0.20
1994
 -1.98 -4.64 -1.16 -6.47
1993
 14.50 -1.37 10.25 -1.36
1992
 9.15 -1.58 8.32 -1.65
1991
 19.14 -1.63 25.53 -2.86
1990
 -2.51 -7.94 -0.19 -8.52
1989
 14.78 -0.89 22.33 -1.36
1988
 9.18 -1.64 13.33 -2.24
1987
 5.10 -10.93 2.18 -19.17
1986
 17.75 -2.42 14.79 -5.58
1985
 25.09 -1.93 27.66 -2.15
1984
 3.75 -4.68 7.32 -6.58
1983
 11.13 -2.46 15.69 -2.85
1982
 28.31 -5.34 24.75 -4.29
1981
 -1.23 -8.50 1.27 -8.82
1980
 15.59 -13.73 21.05 -9.57
1979
 38.92 -6.53 16.69 -6.65
1978
 13.30 -7.41 5.53 -7.92
1977
 7.87 -1.53 -1.60 -4.89
1976
 20.55 -2.29 21.38 -1.34
1975
 16.99 -8.68 25.64 -8.13
1974
 5.51 -14.87 -14.41 -20.38
1973
 7.22 -5.95 -9.12 -9.87
1972
 17.32 -1.70 11.66 -1.45
1971
 14.13 -3.04 14.37 -5.73
1970
 8.32 -8.47 9.77 -11.52
1969
 -9.95 -11.26 -7.02 -8.24
1968
 14.16 -1.16 9.19 -3.30
1967
 15.73 -1.53 16.22 -2.87
1966
 -1.43 -6.81 -3.25 -9.79
1965
 9.98 -1.26 8.81 -2.63
1964
 9.63 -0.39 11.40 -0.78
1963
 9.52 -1.19 13.34 -1.77
1962
 -2.25 -8.47 -3.49 -12.63
1961
 11.32 -1.53 16.69 -2.07
1960
 4.68 -2.33 5.77 -4.00
1959
 5.78 -2.67 6.99 -3.96
1958
 21.04 -0.09 25.76 -0.76
1957
 -1.90 -5.44 -2.53 -7.55
1956
 2.40 -3.74 4.48 -5.10
1955
 9.05 -1.20 15.12 -1.72
1954
 24.09 -1.32 31.48 -2.16
1953
 -1.25 -5.95 1.85 -4.96
1952
 5.01 -1.97 9.07 -2.48
1951
 5.62 -3.17 12.47 -3.94
1950
 15.80 -2.07 18.15 -3.45
1949
 8.87 -1.60 13.74 -2.42
1948
 0.60 -4.83 2.46 -6.51
1947
 3.73 -2.27 2.12 -3.61
1946
 -2.14 -9.34 -3.48 -13.30
1945
 23.40 -1.03 24.98 -2.30
1944
 13.20 -0.29 13.65 -0.91
1943
 18.24 -2.65 17.73 -5.22
1942
 8.95 -4.55 10.55 -7.45
1941
 -1.87 -5.56 -5.16 -8.44
1940
 -0.80 -9.89 -2.58 -14.56
1939
 -0.30 -6.03 2.64 -8.45
1938
 14.14 -10.34 18.78 -15.43
1937
 -15.74 -17.75 -20.16 -23.31
1936
 19.77 -2.63 22.00 -4.48
1935
 19.44 -3.22 29.34 -5.09
1934
 5.81 -5.68 4.30 -9.46
1933
 45.52 -6.98 35.51 -12.66
1932
 2.29 -16.27 -0.28 -25.51
1931
 -20.79 -25.80 -27.30 -34.34
1930
 -10.68 -16.78 -13.91 -22.76
1929
 -3.62 -14.87 -5.08 -21.42
1928
 13.65 -2.02 22.84 -2.72
1927
 16.03 -1.81 22.12 -2.70
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