Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BSV Vanguard Short-Term Bond Index Fund ETF Shares | Short-Term Bond | 20% |
GLD SPDR Gold Shares | Gold, Precious Metals | 20% |
VGLT Vanguard Long-Term Treasury ETF | Government Bonds, Long-Term Bond | 20% |
VUG Vanguard Growth ETF | Large Cap Growth Equities | 20% |
VYM Vanguard High Dividend Yield ETF | Dividend | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Golden Butterfly-ish with Vanguard, 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 24, 2009, corresponding to the inception date of VGLT
Returns By Period
As of Apr 16, 2026, the Golden Butterfly-ish with Vanguard returned 4.10% Year-To-Date and 9.33% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.80% | 4.83% | 2.59% | 5.27% | 30.14% | 19.29% | 10.91% | 12.94% |
Portfolio Golden Butterfly-ish with Vanguard | 0.10% | 1.18% | 4.10% | 5.29% | 23.63% | 15.63% | 8.68% | 9.33% |
| Portfolio components: | ||||||||
GLD SPDR Gold Shares | -1.04% | -4.34% | 11.14% | 13.70% | 47.91% | 33.20% | 21.50% | 14.09% |
VUG Vanguard Growth ETF | 1.88% | 6.72% | -0.34% | 1.72% | 34.65% | 25.61% | 12.54% | 17.24% |
BSV Vanguard Short-Term Bond Index Fund ETF Shares | -0.04% | 0.24% | 0.49% | 1.21% | 4.42% | 4.35% | 1.72% | 1.99% |
VGLT Vanguard Long-Term Treasury ETF | -0.39% | 0.03% | 0.56% | -1.44% | 4.07% | -1.13% | -4.99% | -0.86% |
VYM Vanguard High Dividend Yield ETF | -0.05% | 3.06% | 7.27% | 9.98% | 28.70% | 15.91% | 11.34% | 11.57% |
Monthly Returns
Based on dividend-adjusted daily data since Nov 25, 2009, Golden Butterfly-ish with Vanguard's average daily return is +0.03%, while the average monthly return is +0.73%. At this rate, an investment would double in approximately 7.9 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +6.8%, while the worst month was Sep 2022 at -6.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, Golden Butterfly-ish with Vanguard closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +4.3%, while the worst single day was Mar 12, 2020 at -4.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.10% | 2.73% | -5.15% | 3.63% | 4.10% | ||||||||
| 2025 | 2.70% | 1.24% | -0.37% | 0.78% | 1.93% | 2.83% | 0.57% | 2.18% | 4.36% | 1.80% | 1.64% | -0.13% | 21.26% |
| 2024 | 0.00% | 1.47% | 3.35% | -2.29% | 2.91% | 1.73% | 2.69% | 1.98% | 2.37% | -0.52% | 2.28% | -2.18% | 14.47% |
| 2023 | 5.37% | -3.25% | 4.40% | 0.81% | -0.90% | 1.98% | 1.56% | -1.46% | -4.29% | -0.43% | 6.17% | 4.20% | 14.41% |
| 2022 | -3.26% | -0.35% | 0.19% | -5.85% | -0.70% | -3.96% | 3.72% | -3.29% | -6.28% | 1.81% | 5.49% | -2.31% | -14.46% |
| 2021 | -1.68% | -1.31% | 0.71% | 3.13% | 1.88% | 0.22% | 2.06% | 1.07% | -2.99% | 3.19% | 0.05% | 1.90% | 8.33% |
Benchmark Metrics
Golden Butterfly-ish with Vanguard has an annualized alpha of 4.61%, beta of 0.34, and R² of 0.54 versus S&P 500 Index. Calculated based on daily prices since November 25, 2009.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (44.10%) than losses (33.12%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 4.61% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.34 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
- 4.61%
- Beta
- 0.34
- R²
- 0.54
- Upside Capture
- 44.10%
- Downside Capture
- 33.12%
Expense Ratio
Golden Butterfly-ish with Vanguard has an expense ratio of 0.11%, 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-ish with Vanguard ranks 58 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.81 | 2.30 | +0.52 |
Sortino ratioReturn per unit of downside risk | 3.77 | 3.18 | +0.59 |
Omega ratioGain probability vs. loss probability | 1.56 | 1.43 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 3.35 | 3.40 | -0.05 |
Martin ratioReturn relative to average drawdown | 13.93 | 15.35 | -1.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
GLD SPDR Gold Shares | 36 | 1.76 | 2.18 | 1.33 | 2.49 | 8.37 |
VUG Vanguard Growth ETF | 41 | 2.01 | 2.74 | 1.36 | 2.14 | 7.50 |
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 68 | 2.39 | 3.78 | 1.47 | 3.80 | 14.33 |
VGLT Vanguard Long-Term Treasury ETF | 12 | 0.43 | 0.68 | 1.08 | 0.87 | 2.01 |
VYM Vanguard High Dividend Yield ETF | 74 | 2.62 | 3.74 | 1.48 | 4.43 | 16.47 |
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Dividends
Dividend yield
Golden Butterfly-ish with Vanguard provided a 2.23% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.23% | 2.23% | 2.18% | 1.90% | 1.61% | 1.30% | 1.55% | 1.75% | 1.88% | 1.63% | 1.69% | 1.83% |
| Portfolio components: | ||||||||||||
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% |
VUG Vanguard Growth ETF | 0.41% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 3.92% | 3.83% | 3.38% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.48% | 1.40% |
VGLT Vanguard Long-Term Treasury ETF | 4.51% | 4.44% | 4.33% | 3.33% | 2.84% | 1.82% | 2.15% | 2.46% | 2.71% | 2.55% | 2.69% | 3.21% |
VYM Vanguard High Dividend Yield ETF | 2.30% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
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-ish with Vanguard. 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-ish with Vanguard was 19.31%, occurring on Oct 14, 2022. Recovery took 345 trading sessions.
The current Golden Butterfly-ish with Vanguard drawdown is 1.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.31% | Dec 28, 2021 | 202 | Oct 14, 2022 | 345 | Mar 1, 2024 | 547 |
| -13.4% | Feb 24, 2020 | 19 | Mar 19, 2020 | 28 | Apr 29, 2020 | 47 |
| -7.26% | Mar 3, 2026 | 18 | Mar 26, 2026 | — | — | — |
| -6.9% | Jan 29, 2018 | 229 | Dec 24, 2018 | 36 | Feb 15, 2019 | 265 |
| -6.83% | Feb 20, 2025 | 34 | Apr 8, 2025 | 19 | May 6, 2025 | 53 |
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
| Benchmark | GLD | BSV | VGLT | VYM | VUG | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.05 | -0.11 | -0.25 | 0.88 | 0.95 | 0.70 |
| GLD | 0.05 | 1.00 | 0.33 | 0.23 | 0.05 | 0.05 | 0.57 |
| BSV | -0.11 | 0.33 | 1.00 | 0.67 | -0.12 | -0.08 | 0.33 |
| VGLT | -0.25 | 0.23 | 0.67 | 1.00 | -0.26 | -0.21 | 0.26 |
| VYM | 0.88 | 0.05 | -0.12 | -0.26 | 1.00 | 0.73 | 0.63 |
| VUG | 0.95 | 0.05 | -0.08 | -0.21 | 0.73 | 1.00 | 0.69 |
| Portfolio | 0.70 | 0.57 | 0.33 | 0.26 | 0.63 | 0.69 | 1.00 |