Asset Allocation
Find the right asset allocation for ChatGPT
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in ChatGPT, 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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Returns By Period
As of Jun 11, 2026, the ChatGPT returned 10.06% Year-To-Date and 9.09% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 1.75% | -0.09% | 8.02% | 7.15% | 22.78% | 19.45% | 11.73% | 13.53% |
Portfolio ChatGPT | 1.26% | -0.41% | 10.06% | 9.49% | 19.06% | 14.17% | 7.31% | 9.09% |
| Portfolio components: | ||||||||
BND Vanguard Total Bond Market ETF | 0.58% | 0.58% | 0.64% | 0.72% | 4.91% | 4.06% | 0.06% | 1.60% |
DBC Invesco DB Commodity Index Tracking Fund | -1.10% | -8.96% | 29.03% | 29.04% | 35.74% | 13.82% | 11.52% | 8.31% |
IEF iShares 7-10 Year Treasury Bond ETF | 0.69% | 0.36% | -0.30% | -0.28% | 4.02% | 2.67% | -1.21% | 0.60% |
IGF iShares Global Infrastructure ETF | 1.21% | -0.77% | 8.95% | 9.24% | 16.47% | 16.15% | 10.07% | 8.53% |
IWM iShares Russell 2000 ETF | 2.96% | 2.77% | 18.19% | 13.23% | 37.41% | 17.34% | 5.88% | 11.14% |
PSP Invesco Global Listed Private Equity ETF | 1.16% | -4.02% | -12.54% | -12.47% | -8.70% | 9.46% | -0.03% | 7.95% |
QAI IQ Hedge Multi-Strategy Tracker ETF | 1.23% | 0.42% | 8.18% | 7.84% | 14.62% | 9.79% | 4.38% | 3.84% |
SPY State Street SPDR S&P 500 ETF | 1.70% | -0.06% | 8.48% | 7.66% | 24.09% | 20.90% | 13.23% | 15.34% |
VNQ Vanguard Real Estate ETF | -0.07% | 0.95% | 11.49% | 11.16% | 12.43% | 10.04% | 2.36% | 5.53% |
VO Vanguard Mid-Cap ETF | 1.86% | 2.37% | 9.36% | 7.17% | 17.42% | 15.76% | 7.58% | 11.63% |
Monthly Returns
Based on dividend-adjusted daily data since Jan 28, 2011, ChatGPT's average daily return is +0.03%, while the average monthly return is +0.68%. At this rate, an investment would double in approximately 8.5 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +9.6%, while the worst month was Mar 2020 at -13.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ChatGPT closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +5.9%, while the worst single day was Mar 16, 2020 at -8.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.04% | 1.88% | -2.48% | 6.85% | 1.44% | -0.83% | 10.06% | ||||||
| 2025 | 2.56% | -0.03% | -2.12% | -1.03% | 3.34% | 3.41% | 1.04% | 2.16% | 1.80% | 0.54% | 0.71% | 0.11% | 13.04% |
| 2024 | -0.83% | 2.31% | 2.89% | -3.24% | 3.25% | 0.60% | 3.01% | 1.74% | 2.20% | -1.54% | 3.69% | -3.52% | 10.70% |
| 2023 | 6.26% | -3.05% | 0.80% | 0.75% | -2.21% | 4.37% | 3.35% | -2.37% | -3.44% | -2.99% | 7.42% | 4.99% | 13.84% |
| 2022 | -3.65% | -0.97% | 2.47% | -5.32% | 0.59% | -6.77% | 5.66% | -3.57% | -8.69% | 4.84% | 5.82% | -3.77% | -13.79% |
| 2021 | 0.12% | 3.05% | 1.93% | 4.23% | 1.24% | 1.36% | 1.40% | 1.32% | -2.60% | 4.61% | -2.71% | 3.86% | 18.97% |
Benchmark Metrics
ChatGPT has an annualized alpha of -0.26%, beta of 0.67, and R2 of 0.90 versus S&P 500 Index. Calculated based on daily prices since January 28, 2011.
- This portfolio participated in 77.76% of S&P 500 Index downside but only 66.77% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.67 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
- -0.26%
- Beta
- 0.67
- R²
- 0.90
- Upside Capture
- 66.77%
- Downside Capture
- 77.76%
Expense Ratio
ChatGPT has an expense ratio of 0.32%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Top 10 holdings
Return for Risk
Risk / Return Rank
ChatGPT ranks 69 for risk / return — better than 69% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for ChatGPT and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.26 | 1.85 | +0.41 |
| Sortino ratioReturn per unit of downside risk | 3.12 | 2.52 | +0.60 |
| Omega ratioGain probability vs. loss probability | 1.42 | 1.34 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.49 | 2.52 | +1.98 |
| Martin ratioReturn relative to average drawdown | 17.06 | 11.31 | +5.75 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 44 | 1.32 | 1.98 | 1.23 | 1.84 | 5.38 |
DBC Invesco DB Commodity Index Tracking Fund | 72 | 1.90 | 2.51 | 1.33 | 4.01 | 10.20 |
IEF iShares 7-10 Year Treasury Bond ETF | 27 | 0.86 | 1.30 | 1.15 | 0.99 | 2.80 |
IGF iShares Global Infrastructure ETF | 58 | 1.57 | 2.25 | 1.28 | 2.82 | 8.14 |
IWM iShares Russell 2000 ETF | 72 | 1.91 | 2.65 | 1.31 | 3.41 | 12.04 |
PSP Invesco Global Listed Private Equity ETF | 6 | -0.43 | -0.47 | 0.94 | -0.39 | -0.87 |
QAI IQ Hedge Multi-Strategy Tracker ETF | 86 | 2.30 | 3.21 | 1.45 | 3.95 | 15.66 |
SPY State Street SPDR S&P 500 ETF | 73 | 1.97 | 2.67 | 1.36 | 2.72 | 12.32 |
VNQ Vanguard Real Estate ETF | 32 | 0.92 | 1.35 | 1.17 | 1.50 | 4.71 |
VO Vanguard Mid-Cap ETF | 50 | 1.38 | 1.98 | 1.24 | 2.14 | 8.08 |
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Dividends
Dividend yield
ChatGPT provided a 2.47% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.47% | 2.64% | 3.05% | 2.94% | 2.16% | 1.88% | 1.95% | 2.39% | 2.68% | 2.26% | 2.09% | 2.19% |
| Portfolio components: | ||||||||||||
BND Vanguard Total Bond Market ETF | 3.95% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
DBC Invesco DB Commodity Index Tracking Fund | 2.58% | 3.33% | 5.22% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% | 0.00% | 0.00% | 0.00% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.89% | 3.77% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% |
IGF iShares Global Infrastructure ETF | 2.96% | 3.23% | 3.21% | 3.36% | 2.67% | 2.42% | 2.33% | 3.27% | 3.52% | 2.95% | 2.98% | 3.25% |
IWM iShares Russell 2000 ETF | 0.87% | 1.04% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% |
PSP Invesco Global Listed Private Equity ETF | 6.61% | 5.87% | 8.62% | 3.96% | 2.88% | 10.34% | 4.66% | 5.87% | 6.81% | 10.18% | 4.12% | 6.23% |
QAI IQ Hedge Multi-Strategy Tracker ETF | 1.39% | 1.50% | 2.22% | 4.08% | 2.00% | 0.28% | 1.98% | 1.91% | 1.90% | 0.00% | 0.00% | 0.48% |
SPY State Street SPDR S&P 500 ETF | 1.00% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
VNQ Vanguard Real Estate ETF | 3.57% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
VO Vanguard Mid-Cap ETF | 1.37% | 1.52% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% |
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 ChatGPT. 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 ChatGPT was 28.62%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current ChatGPT drawdown is 2.52%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -28.62%Mar 2020 | 1mo 2d | 7mo 21d | 8mo 23dFeb 2020 - Nov 2020 |
Bear market2022 | -19.96%Oct 2022 | 11mo 8d | 1y 4mo | 2y 3moNov 2021 - Mar 2024 |
2011 correction2011 | -16.66%Oct 2011 | 5mo 4d | 5mo 12d | 10mo 16dMay 2011 - Mar 2012 |
2016 correction2016 | -14.85%Feb 2016 | 8mo 29d | 5mo 19d | 1y 2moMay 2015 - Jul 2016 |
Rate-hike selloffLate 2018 | -13.58%Dec 2018 | 3mo 26d | 3mo 9d | 7mo 5dAug 2018 - Apr 2019 |
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 11 assets, with an effective number of assets of 9.09, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.46 | 1.31 | 1.28 | 1.23 | 1.23 |
The portfolio has a diversification ratio of 1.23, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
ChatGPT correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2011 | 0.92 |
Benchmark Correlations
Correlation vs. S&P 500 Index. SPY has the highest benchmark correlation at 1.00, while IEF has the lowest at -0.21.
Asset Correlations Table
Find what ChatGPT is missing
See which holdings overlap, where ChatGPT is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification