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Golden Butterfly Portfolio
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Golden Butterfly 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 Nov 18, 2004, corresponding to the inception date of GLD

Returns By Period

As of Apr 1, 2026, the Golden Butterfly Portfolio returned 1.87% Year-To-Date and 8.21% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
2.91%-5.09%-4.63%-2.39%16.33%16.69%10.18%12.16%
Portfolio
Golden Butterfly Portfolio
1.78%-5.04%1.87%5.41%18.03%12.28%6.60%8.21%
SHY
iShares 1-3 Year Treasury Bond ETF
0.08%-0.47%0.27%1.34%3.61%3.88%1.70%1.65%
TLT
iShares 20+ Year Treasury Bond ETF
-0.10%-4.23%0.17%-0.87%-0.49%-2.78%-5.85%-1.38%
VTI
Vanguard Total Stock Market ETF
2.93%-5.00%-4.01%-1.66%18.11%17.84%10.46%13.60%
IJS
iShares S&P SmallCap 600 Value ETF
2.19%-3.37%4.34%7.80%23.41%9.98%4.72%9.34%
GLD
SPDR Gold Shares
3.79%-11.05%8.57%21.05%49.33%32.92%21.58%13.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 19, 2004, Golden Butterfly Portfolio's average daily return is +0.03%, while the average monthly return is +0.66%. At this rate, your investment would double in approximately 8.8 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +7.2%, while the worst month was Oct 2008 at -11.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Golden Butterfly Portfolio closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +4.4%, while the worst single day was Mar 12, 2020 at -4.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.10%3.06%-5.04%1.87%
20252.49%0.18%-0.53%-0.32%1.35%2.63%0.36%3.38%4.10%1.43%1.86%0.15%18.33%
2024-1.53%1.11%3.29%-2.94%2.86%0.53%4.79%1.12%2.18%-0.86%3.28%-3.53%10.38%
20236.60%-3.04%2.00%0.02%-1.58%2.54%1.94%-2.21%-4.74%-1.36%6.25%5.91%12.16%
2022-3.35%0.81%-0.36%-5.49%-0.58%-4.08%3.62%-3.27%-6.49%2.92%4.99%-2.54%-13.64%
2021-0.18%0.59%0.92%2.57%2.44%-0.36%0.75%0.83%-2.45%2.62%-0.41%1.77%9.36%

Benchmark Metrics

Golden Butterfly Portfolio has an annualized alpha of 4.65%, beta of 0.36, and R² of 0.56 versus S&P 500 Index. Calculated based on daily prices since November 19, 2004.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (48.55%) than losses (37.16%) — typical of diversified or defensive assets.
  • This portfolio generated an annualized alpha of 4.65% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • Beta of 0.36 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
4.65%
Beta
0.36
0.56
Upside Capture
48.55%
Downside Capture
37.16%

Expense Ratio

Golden Butterfly Portfolio has an expense ratio of 0.20%, 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

Golden Butterfly Portfolio ranks 81 for risk / return — in the top 81% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


Golden Butterfly Portfolio Risk / Return Rank: 8181
Overall Rank
Golden Butterfly Portfolio Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
Golden Butterfly Portfolio Sortino Ratio Rank: 8484
Sortino Ratio Rank
Golden Butterfly Portfolio Omega Ratio Rank: 8181
Omega Ratio Rank
Golden Butterfly Portfolio Calmar Ratio Rank: 8181
Calmar Ratio Rank
Golden Butterfly Portfolio Martin Ratio Rank: 7676
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

1.65

0.90

+0.75

Sortino ratio

Return per unit of downside risk

2.31

1.39

+0.92

Omega ratio

Gain probability vs. loss probability

1.33

1.21

+0.12

Calmar ratio

Return relative to maximum drawdown

2.63

1.40

+1.23

Martin ratio

Return relative to average drawdown

9.85

6.61

+3.24


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
SHY
iShares 1-3 Year Treasury Bond ETF
962.504.121.524.1516.03
TLT
iShares 20+ Year Treasury Bond ETF
12-0.040.021.000.050.11
VTI
Vanguard Total Stock Market ETF
650.961.481.231.527.26
IJS
iShares S&P SmallCap 600 Value ETF
610.991.511.201.525.74
GLD
SPDR Gold Shares
871.792.211.332.689.90

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.

Golden Butterfly Portfolio Sharpe ratios as of Apr 1, 2026 (values are recalculated daily):

  • 1-Year: 1.65
  • 5-Year: 0.67
  • 10-Year: 0.91
  • All Time: 0.88

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 0.97 to 1.64, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Golden Butterfly 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

Golden Butterfly Portfolio provided a 2.17% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio2.17%2.20%2.25%1.85%1.42%0.90%0.97%1.56%1.63%1.31%1.29%1.34%
SHY
iShares 1-3 Year Treasury Bond ETF
3.75%3.81%3.92%2.99%1.30%0.26%0.94%2.12%1.72%0.98%0.71%0.54%
TLT
iShares 20+ Year Treasury Bond ETF
4.49%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%
VTI
Vanguard Total Stock Market ETF
1.17%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%
IJS
iShares S&P SmallCap 600 Value ETF
1.42%1.62%1.78%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%
GLD
SPDR Gold Shares
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 Golden Butterfly 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 Golden Butterfly Portfolio was 20.32%, occurring on Nov 20, 2008. Recovery took 205 trading sessions.

The current Golden Butterfly Portfolio drawdown is 5.22%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.32%May 21, 2008129Nov 20, 2008205Sep 16, 2009334
-19.59%Nov 10, 2021238Oct 20, 2022431Jul 11, 2024669
-15.83%Feb 24, 202018Mar 18, 202053Jun 3, 202071
-8.35%May 11, 200624Jun 14, 2006102Nov 7, 2006126
-8.27%Jan 23, 2015249Jan 19, 201648Mar 29, 2016297

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 5 assets, with an effective number of assets of 5.00, 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.

BenchmarkGLDSHYTLTIJSVTIPortfolio
Benchmark1.000.06-0.18-0.250.820.990.72
GLD0.061.000.240.170.060.070.50
SHY-0.180.241.000.60-0.17-0.180.14
TLT-0.250.170.601.00-0.25-0.250.16
IJS0.820.06-0.17-0.251.000.850.77
VTI0.990.07-0.18-0.250.851.000.74
Portfolio0.720.500.140.160.770.741.00
The correlation results are calculated based on daily price changes starting from Nov 19, 2004