Marc Faber Portfolio vs Tyler Golden Butterfly Portfolio Portfolio Comparison

Simulation Settings
Period: January 1976 - April 2025 (~49 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 1976)
Inflation Adjusted:
Marc Faber Portfolio
1.00$
Initial Capital
May 1995
9.94$
Final Capital
April 2025
7.96%
Yearly Return
9.73%
Std Deviation
-28.82%
Max Drawdown
22months
Recovery Period
1.00$
Initial Capital
May 1995
4.72$
Final Capital
April 2025
5.31%
Yearly Return
9.73%
Std Deviation
-29.83%
Max Drawdown
29months
Recovery Period
1.00$
Initial Capital
January 1976
90.56$
Final Capital
April 2025
9.56%
Yearly Return
9.57%
Std Deviation
-28.82%
Max Drawdown
22months
Recovery Period
1.00$
Initial Capital
January 1976
15.75$
Final Capital
April 2025
5.75%
Yearly Return
9.57%
Std Deviation
-29.83%
Max Drawdown
29months
Recovery Period
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 1976
98.28$
Final Capital
April 2025
9.75%
Yearly Return
8.41%
Std Deviation
-17.79%
Max Drawdown
30months
Recovery Period
1.00$
Initial Capital
January 1976
17.09$
Final Capital
April 2025
5.92%
Yearly Return
8.41%
Std Deviation
-23.47%
Max Drawdown
47months*
Recovery Period
* in progress

As of April 2025, in the previous 30 Years, the Marc Faber Portfolio obtained a 7.96% compound annual return, with a 9.73% standard deviation. It suffered a maximum drawdown of -28.82% that required 22 months to be recovered.

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.

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.

Marc Faber Portfolio
Weight
(%)		 Ticker Name
25.00
VNQ
Vanguard Real Estate
13.00
VV
Vanguard Large-Cap
8.00
VEA
Vanguard FTSE Developed Markets
4.00
EEM
iShares MSCI Emerging Markets
25.00
BND
Vanguard Total Bond Market
25.00
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 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 1976 - 30 April 2025 (~49 years)
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Return (%) as of Apr 30, 2025
YTD
(4M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~49Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_marc_faber.webp Marc Faber Portfolio
Marc Faber 		7.62 1.27 5.03 19.78 8.64 6.80 7.96 9.56
//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 9.75
Return over 1 year are annualized.
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Capital Growth as of Apr 30, 2025

Marc Faber Portfolio: an investment of 1$, since May 1995, now would be worth 9.94$, with a total return of 894.09% (7.96% annualized).

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).


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Marc Faber Portfolio: an investment of 1$, since January 1976, now would be worth 90.56$, with a total return of 8956.15% (9.56% annualized).

Tyler Golden Butterfly Portfolio: an investment of 1$, since January 1976, now would be worth 98.28$, with a total return of 9727.85% (9.75% 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 1976 - 30 April 2025 (~49 years)
Swipe left to see all data
Marc Faber Portfolio Golden Butterfly
Author Marc Faber Tyler
ASSET ALLOCATION
Stocks 50% 40%
Fixed Income 25% 40%
Commodities 25% 20%
PERFORMANCES
Annualized Return (%) 19.78 13.22
Infl. Adjusted Return (%) 17.35 10.92
DRAWDOWN
Deepest Drawdown Depth (%) -3.50 -3.42
Start to Recovery (months) 3 5*
Longest Drawdown Depth (%) -3.50 -3.42
Start to Recovery (months) 3 5*
Longest Negative Period (months) 4 5*
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.90 7.17
Sharpe Ratio 2.17 1.17
Sortino Ratio 2.67 1.60
Ulcer Index 1.01 1.16
Ratio: Return / Standard Deviation 2.87 1.84
Ratio: Return / Deepest Drawdown 5.65 3.86
Metrics calculated over the period 1 May 2024 - 30 April 2025
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Marc Faber Portfolio Golden Butterfly
Author Marc Faber Tyler
ASSET ALLOCATION
Stocks 50% 40%
Fixed Income 25% 40%
Commodities 25% 20%
PERFORMANCES
Annualized Return (%) 8.64 6.52
Infl. Adjusted Return (%) 3.92 1.90
DRAWDOWN
Deepest Drawdown Depth (%) -19.93 -17.79
Start to Recovery (months) 30 30
Longest Drawdown Depth (%) -19.93 -17.79
Start to Recovery (months) 30 30
Longest Negative Period (months) 34 39
RISK INDICATORS
Standard Deviation (%) 10.98 9.94
Sharpe Ratio 0.56 0.40
Sortino Ratio 0.75 0.56
Ulcer Index 7.23 6.42
Ratio: Return / Standard Deviation 0.79 0.66
Ratio: Return / Deepest Drawdown 0.43 0.37
Metrics calculated over the period 1 May 2020 - 30 April 2025
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Marc Faber Portfolio Golden Butterfly
Author Marc Faber Tyler
ASSET ALLOCATION
Stocks 50% 40%
Fixed Income 25% 40%
Commodities 25% 20%
PERFORMANCES
Annualized Return (%) 6.80 6.19
Infl. Adjusted Return (%) 3.62 3.03
DRAWDOWN
Deepest Drawdown Depth (%) -19.93 -17.79
Start to Recovery (months) 30 30
Longest Drawdown Depth (%) -19.93 -17.79
Start to Recovery (months) 30 30
Longest Negative Period (months) 34 39
RISK INDICATORS
Standard Deviation (%) 9.83 8.57
Sharpe Ratio 0.51 0.52
Sortino Ratio 0.71 0.72
Ulcer Index 5.58 4.82
Ratio: Return / Standard Deviation 0.69 0.72
Ratio: Return / Deepest Drawdown 0.34 0.35
Metrics calculated over the period 1 May 2015 - 30 April 2025
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Marc Faber Portfolio Golden Butterfly
Author Marc Faber Tyler
ASSET ALLOCATION
Stocks 50% 40%
Fixed Income 25% 40%
Commodities 25% 20%
PERFORMANCES
Annualized Return (%) 7.96 7.84
Infl. Adjusted Return (%) 5.31 5.19
DRAWDOWN
Deepest Drawdown Depth (%) -28.82 -17.79
Start to Recovery (months) 22 30
Longest Drawdown Depth (%) -19.93 -17.79
Start to Recovery (months) 30 30
Longest Negative Period (months) 41 39
RISK INDICATORS
Standard Deviation (%) 9.73 7.82
Sharpe Ratio 0.58 0.71
Sortino Ratio 0.77 0.95
Ulcer Index 5.36 3.58
Ratio: Return / Standard Deviation 0.82 1.00
Ratio: Return / Deepest Drawdown 0.28 0.44
Metrics calculated over the period 1 May 1995 - 30 April 2025
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Marc Faber Portfolio Golden Butterfly
Author Marc Faber Tyler
ASSET ALLOCATION
Stocks 50% 40%
Fixed Income 25% 40%
Commodities 25% 20%
PERFORMANCES
Annualized Return (%) 9.56 9.75
Infl. Adjusted Return (%) 5.75 5.92
DRAWDOWN
Deepest Drawdown Depth (%) -28.82 -17.79
Start to Recovery (months) 22 30
Longest Drawdown Depth (%) -19.93 -17.79
Start to Recovery (months) 30 30
Longest Negative Period (months) 41 39
RISK INDICATORS
Standard Deviation (%) 9.57 8.41
Sharpe Ratio 0.56 0.66
Sortino Ratio 0.75 0.90
Ulcer Index 4.81 3.30
Ratio: Return / Standard Deviation 1.00 1.16
Ratio: Return / Deepest Drawdown 0.33 0.55
Metrics calculated over the period 1 January 1976 - 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 1976 - 30 April 2025 (~49 years)

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Marc Faber Portfolio Golden Butterfly
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-28.82 22 Jun 2008
Mar 2010
-19.93 30 Jan 2022
Jun 2024
-17.79 30 Jan 2022
Jun 2024
-14.81 19 Mar 2008
Sep 2009
-11.30 6 Feb 2020
Jul 2020
-10.47 12 May 1998
Apr 1999
-9.44 8 May 1998
Dec 1998
-7.96 5 Sep 2011
Jan 2012
-7.74 15 Feb 2015
Apr 2016
-7.73 12 Aug 2016
Jul 2017
-7.35 6 Apr 2004
Sep 2004
-7.32 10 May 2013
Feb 2014
-7.16 5 Feb 2020
Jun 2020
-6.86 12 Jun 2002
May 2003
-6.80 12 Jun 2002
May 2003

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Marc Faber Portfolio Golden Butterfly
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-28.82 22 Jun 2008
Mar 2010
-19.93 30 Jan 2022
Jun 2024
-17.79 30 Jan 2022
Jun 2024
-16.06 23 Dec 1980
Oct 1982
-14.81 19 Mar 2008
Sep 2009
-13.73 5 Feb 1980
Jun 1980
-13.66 5 Feb 1980
Jun 1980
-11.30 6 Feb 2020
Jul 2020
-10.93 17 Sep 1987
Jan 1989
-10.47 12 May 1998
Apr 1999
-9.44 8 May 1998
Dec 1998
-9.09 12 Dec 1980
Nov 1981
-9.04 17 Sep 1987
Jan 1989
-8.47 14 Jan 1990
Feb 1991
-7.96 5 Sep 2011
Jan 2012

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 - 30 April 2025 (~49 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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Marc Faber Portfolio Golden Butterfly
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2025
 7.62 0.00 2.13 -0.53
2024
 12.01 -3.50 10.73 -3.42
2023
 12.80 -6.81 11.98 -8.08
2022
 -14.67 -19.93 -13.35 -17.79
2021
 12.98 -3.70 9.35 -2.45
2020
 11.15 -11.30 13.93 -7.16
2019
 20.49 -0.76 18.03 -1.83
2018
 -4.39 -5.23 -4.03 -6.37
2017
 11.79 -0.53 10.96 -0.32
2016
 6.97 -7.73 10.82 -3.36
2015
 -2.47 -7.74 -3.71 -6.25
2014
 9.60 -4.12 9.13 -3.27
2013
 -1.18 -7.32 6.26 -3.84
2012
 11.20 -4.70 8.84 -2.43
2011
 4.97 -7.96 8.86 -3.00
2010
 19.36 -3.86 16.54 -2.77
2009
 22.95 -12.23 10.77 -10.16
2008
 -16.28 -24.88 -4.18 -13.53
2007
 8.25 -4.55 9.58 -2.06
2006
 20.89 -2.23 12.44 -2.71
2005
 11.20 -3.43 8.04 -1.76
2004
 13.91 -7.35 9.88 -4.36
2003
 23.98 -1.74 18.85 -2.72
2002
 4.97 -6.80 3.15 -6.86
2001
 1.95 -4.37 2.71 -4.99
2000
 4.65 -3.12 6.88 -3.64
1999
 7.25 -3.69 4.24 -3.38
1998
 2.17 -10.47 8.03 -9.44
1997
 5.23 -3.45 13.09 -2.50
1996
 12.19 -0.80 8.18 -2.60
1995
 13.03 -1.18 21.86 -0.40
1994
 -3.18 -6.45 -1.98 -4.64
1993
 19.45 -2.71 14.50 -1.37
1992
 3.34 -3.05 9.15 -1.58
1991
 19.75 -1.89 19.14 -1.63
1990
 -4.94 -8.47 -2.51 -7.94
1989
 13.95 -0.81 14.78 -0.89
1988
 7.03 -1.66 9.18 -1.64
1987
 6.79 -9.04 5.10 -10.93
1986
 21.19 -0.55 17.75 -2.42
1985
 21.48 -1.50 25.09 -1.93
1984
 6.21 -3.99 3.75 -4.68
1983
 10.11 -3.68 11.13 -2.46
1982
 18.23 -8.89 28.31 -5.34
1981
 -5.97 -11.09 -1.23 -8.50
1980
 16.83 -13.66 15.59 -13.73
1979
 45.44 -6.67 38.92 -6.53
1978
 16.06 -5.46 13.30 -7.41
1977
 12.22 -0.63 7.87 -1.53
1976
 17.91 -2.03 20.55 -2.29
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Mastering ETF Investing
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