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Graham's Bitcoin Portfolio
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VGLT 15.00%BTC-USD 15.00%^GSPC 70.00%BondBondCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorTarget Weight
^GSPC
S&P 500 Index
70%
BTC-USD
Bitcoin
15%
VGLT
Vanguard Long-Term Treasury ETF
Government Bonds, Long-Term Bond
15%

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Graham's Bitcoin Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.


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The earliest data available for this chart is Jul 18, 2012, corresponding to the inception date of BTC-USD

Returns By Period

As of Apr 2, 2026, the Graham's Bitcoin Portfolio returned -6.22% Year-To-Date and 23.53% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
Graham's Bitcoin Portfolio
-0.15%-3.19%-6.22%-9.11%8.81%18.05%9.24%23.53%
^GSPC
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
VGLT
Vanguard Long-Term Treasury ETF
0.49%-2.51%0.35%-0.58%0.18%-1.61%-4.79%-0.82%
BTC-USD
Bitcoin
-1.99%-2.31%-23.70%-44.66%-19.07%33.89%3.18%66.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 19, 2012, Graham's Bitcoin Portfolio's average daily return is +0.08%, while the average monthly return is +2.57%. At this rate, your investment would double in approximately 2.3 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2013 with a return of +95.9%, while the worst month was Dec 2013 at -22.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Graham's Bitcoin Portfolio closed higher 54% of trading days. The best single day was Nov 18, 2013 with a return of +18.4%, while the worst single day was Mar 12, 2020 at -13.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.58%-2.00%-4.07%0.33%-6.22%
20253.44%-3.08%-4.49%1.43%5.65%4.23%2.57%0.37%3.72%1.19%-2.33%-0.75%12.03%
20240.94%9.87%5.30%-6.07%5.41%1.71%1.79%0.53%2.79%0.10%10.28%-3.10%32.33%
202311.36%-2.41%7.42%1.51%-1.29%6.31%1.25%-3.26%-4.08%2.01%8.94%6.38%38.11%
2022-6.72%-0.88%2.60%-10.11%-2.42%-10.67%9.25%-5.83%-8.22%5.62%2.31%-5.13%-28.05%
20210.84%7.19%8.67%3.76%-4.66%1.59%4.84%4.19%-4.99%11.39%-1.61%-0.89%33.07%

Benchmark Metrics

Graham's Bitcoin Portfolio has an annualized alpha of 17.14%, beta of 0.76, and R² of 0.38 versus S&P 500 Index. Calculated based on daily prices since July 19, 2012.

  • This portfolio captured 147.58% of S&P 500 Index gains but only 84.09% of its losses — a favorable profile for investors.
  • R² of 0.38 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
17.14%
Beta
0.76
0.38
Upside Capture
147.58%
Downside Capture
84.09%

Expense Ratio

Graham's Bitcoin Portfolio has an expense ratio of 0.00%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Return for Risk

Risk / Return Rank

Graham's Bitcoin Portfolio ranks 7 for risk / return — in the bottom 7% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


Graham's Bitcoin Portfolio Risk / Return Rank: 77
Overall Rank
Graham's Bitcoin Portfolio Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
Graham's Bitcoin Portfolio Sortino Ratio Rank: 1010
Sortino Ratio Rank
Graham's Bitcoin Portfolio Omega Ratio Rank: 99
Omega Ratio Rank
Graham's Bitcoin Portfolio Calmar Ratio Rank: 33
Calmar Ratio Rank
Graham's Bitcoin Portfolio Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.53

0.88

-0.35

Sortino ratio

Return per unit of downside risk

0.90

1.37

-0.47

Omega ratio

Gain probability vs. loss probability

1.11

1.21

-0.10

Calmar ratio

Return relative to maximum drawdown

-0.53

1.39

-1.92

Martin ratio

Return relative to average drawdown

-1.42

6.43

-7.85


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
^GSPC
S&P 500 Index
580.881.371.211.396.43
VGLT
Vanguard Long-Term Treasury ETF
110.020.091.010.010.02
BTC-USD
Bitcoin
39-0.43-0.360.96-1.14-2.03

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Graham's Bitcoin Portfolio Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

  • 1-Year: 0.53
  • 5-Year: 0.54
  • 10-Year: 1.23
  • All Time: 1.36

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.01 to 1.70, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Graham's Bitcoin Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

Graham's Bitcoin Portfolio provided a 0.68% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio0.68%0.67%0.65%0.50%0.43%0.27%0.32%0.37%0.41%0.38%0.40%0.48%
^GSPC
S&P 500 Index
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGLT
Vanguard Long-Term Treasury ETF
4.52%4.44%4.33%3.33%2.84%1.82%2.15%2.46%2.71%2.55%2.69%3.21%
BTC-USD
Bitcoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Graham's Bitcoin Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Graham's Bitcoin Portfolio was 34.44%, occurring on Oct 15, 2022. Recovery took 495 trading sessions.

The current Graham's Bitcoin Portfolio drawdown is 9.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.44%Nov 9, 2021341Oct 15, 2022495Feb 22, 2024836
-33.49%Dec 17, 2017374Dec 25, 2018182Jun 25, 2019556
-33.01%Dec 5, 201314Dec 18, 20131091Dec 13, 20161105
-28.27%Feb 15, 202033Mar 18, 2020131Jul 27, 2020164
-21.16%Apr 10, 20137Apr 16, 2013189Oct 23, 2013196

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 3 assets, with an effective number of assets of 1.87, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BenchmarkVGLTBTC-USD^GSPCPortfolio
Benchmark1.00-0.180.151.000.70
VGLT-0.181.00-0.01-0.16-0.00
BTC-USD0.15-0.011.000.120.76
^GSPC1.00-0.160.121.000.62
Portfolio0.70-0.000.760.621.00
The correlation results are calculated based on daily price changes starting from Jul 19, 2012