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George's
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in George's, 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


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.50%-0.93%8.56%8.85%24.33%19.37%11.84%13.61%
Portfolio
George's
0.35%-0.36%3.95%4.33%12.33%13.14%9.91%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
0.03%0.29%1.60%1.76%3.85%4.63%3.43%2.20%
CET
Central Securities Corp.
1.30%-0.13%4.87%5.08%19.87%19.61%11.50%16.62%
DIVO
Amplify CWP Enhanced Dividend Income ETF
0.72%2.16%6.43%5.62%19.84%15.47%10.91%
ICMUX
Intrepid Income Fund
0.00%0.47%2.09%2.58%7.67%9.63%6.09%5.83%
NVDA
NVIDIA Corporation
0.16%-12.86%10.16%17.38%44.72%71.13%63.13%67.95%
VTI
Vanguard Total Stock Market ETF
0.57%-0.28%9.62%9.69%26.27%20.60%12.20%15.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 14, 2016, George's's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, an investment would double in approximately 7.1 years.

Historically, 76% of months were positive and 24% were negative. The best month was Apr 2020 with a return of +5.1%, while the worst month was Mar 2020 at -4.9%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.

On a daily basis, George's closed higher 57% of trading days. The best single day was Mar 24, 2020 with a return of +3.7%, while the worst single day was Mar 16, 2020 at -3.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.21%0.19%-1.52%3.15%1.17%-0.26%3.95%
20251.28%0.04%-1.84%-0.40%3.10%2.68%1.39%1.13%1.62%0.85%0.25%0.59%11.13%
20241.71%3.09%3.04%-1.04%2.98%1.81%0.52%1.32%1.28%0.72%2.46%-1.21%17.88%
20233.55%0.69%1.66%0.68%1.27%2.99%1.75%-0.26%-1.37%-0.49%3.72%1.95%17.22%
2022-2.59%-0.38%1.23%-3.74%0.15%-3.64%3.07%-1.60%-3.51%4.04%3.23%-2.53%-6.53%
20210.25%2.08%1.92%1.86%1.90%1.87%0.36%1.31%-1.61%3.24%1.01%2.06%17.42%

Benchmark Metrics

George's has an annualized alpha of 5.04%, beta of 0.35, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since December 14, 2016.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (45.33%) than losses (34.87%) - typical of diversified or defensive assets.
  • This portfolio generated an annualized alpha of 5.04% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.35 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
5.04%
Beta
0.35
0.88
Upside Capture
45.33%
Downside Capture
34.87%

Expense Ratio

George's has an expense ratio of 0.27%, 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

George's ranks 84 for risk / return — in the top 84% 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.


George's Risk / Return Rank: 8484
Overall Rank
George's Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
George's Sortino Ratio Rank: 8787
Sortino Ratio Rank
George's Omega Ratio Rank: 8787
Omega Ratio Rank
George's Calmar Ratio Rank: 7878
Calmar Ratio Rank
George's Martin Ratio Rank: 8686
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

The table below presents risk-adjusted performance metrics for George's 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.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

2.53

1.86

+0.67

Sortino ratioReturn per unit of downside risk

3.67

2.53

+1.14

Omega ratioGain probability vs. loss probability

1.50

1.34

+0.16

Calmar ratioReturn relative to maximum drawdown

3.88

2.53

+1.35

Martin ratioReturn relative to average drawdown

17.90

11.37

+6.53


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

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
100
19.63175.1788.41357.442,834.34
CET
Central Securities Corp.
81
1.552.201.282.228.98
DIVO
Amplify CWP Enhanced Dividend Income ETF
70
2.022.991.353.1211.23
ICMUX
Intrepid Income Fund
97
3.896.461.975.6519.74
NVDA
NVIDIA Corporation
74
1.201.751.212.074.94
VTI
Vanguard Total Stock Market ETF
67
1.972.671.352.7912.52

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.

The current George's Sharpe ratio is 2.53 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, 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 George's 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

George's provided a 4.52% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio4.52%4.74%4.86%4.99%3.55%2.74%2.48%3.22%2.90%1.88%1.22%2.11%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
3.86%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%
CET
Central Securities Corp.
5.08%5.32%4.92%4.90%7.34%8.41%5.68%3.78%5.84%3.65%4.50%10.41%
DIVO
Amplify CWP Enhanced Dividend Income ETF
6.36%6.44%4.70%4.67%4.76%4.79%4.91%8.16%5.27%3.83%0.00%0.00%
ICMUX
Intrepid Income Fund
7.57%7.96%7.85%9.10%8.17%5.99%5.56%3.35%3.07%2.86%3.01%3.53%
NVDA
NVIDIA Corporation
0.14%0.02%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%
VTI
Vanguard Total Stock Market ETF
1.03%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

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 George's. 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 George's was 14.00%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current George's drawdown is 0.59%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-14.00%Mar 2020
1mo 2d3mo 29d
5mo 1dFeb 2020 - Jul 2020
Bear market2022
-10.75%Sep 2022
8mo 28d7mo 20d
1y 4moJan 2022 - May 2023
Rate-hike selloffLate 2018
-8.32%Dec 2018
2mo 23d2mo 27d
5mo 20dOct 2018 - Mar 2019
2025 selloff2025
-6.91%Apr 2025
1mo 17d1mo 26d
3mo 13dFeb 2025 - Jun 2025
2018 pullback2018
-3.75%Feb 2018
10d4mo
4mo 10dJan 2018 - Jun 2018

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 6 assets, with an effective number of assets of 3.52, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.


Diversification Ratio
1Y
3Y
5Y
All Time
Diversification Ratio

1.27

1.24

1.21

1.21

The portfolio has a diversification ratio of 1.21, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

George's correlation to the S&P 500 Index

George's has a 0.93 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2016

0.91


Benchmark Correlations

Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while BIL has the lowest at 0.00.

BIL
0.00
ICMUX
0.38
NVDA
0.65
CET
0.74
DIVO
0.78
VTI
0.99

Portfolio Correlations

Correlation vs. George's. VTI has the highest portfolio correlation at 0.91, while BIL has the lowest at 0.02.

BIL
0.02
ICMUX
0.40
NVDA
0.77
DIVO
0.78
CET
0.84
VTI
0.91

Asset Correlations Table

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

The correlation results are calculated based on daily price changes starting from Dec 14, 2016
Diversification Analysis

Find what George's is missing

See which holdings overlap, where George's is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification