Larry Portfolio vs Golden Butterfly

A quantitative comparison analyzing the factor-tilted Larry Portfolio (75% equity exposure focusing on small-cap value) against the highly diversified, five-slice Golden Butterfly Portfolio.

Performance & Risk Metrics (2016-2026)

Metric Larry Portfolio Golden Butterfly
CAGR (10-Year) 9.1% 8.5%
Max Drawdown -24.5% -11.0%
Sharpe Ratio 0.52 0.68
Volatility (StdDev) 12.2% 7.4%
Best Calendar Year +28.9% +18.2%
Worst Calendar Year -19.8% -5.8%
Asset Universe US & Int'l Small-Cap Value, US Total Stocks, Short Bonds US Total Stocks, US Small-Cap Value, Long Bonds, Short Bonds, Gold
Rebalancing Annual rebalancing Annual or 5% drift threshold

Larry Portfolio — Concentrated Factor Growth

Named after author Larry Swedroe, the Larry Portfolio takes an unconventional approach to risk. It allocates 75% to equities, but instead of standard market-cap indexes, it directs 50% to small-cap value stocks (split equally between US and International) and 25% to US Total Market. The final 25% is allocated to safe, short-term bonds. By using high-expected-return small-cap value factors, the portfolio targets market-beating returns. However, this tilt carries high tracking error and substantial drawdowns when value factors underperform.

Golden Butterfly — The All-Weather Optimizer

The Golden Butterfly is a highly defensive variation of Harry Browne's Permanent Portfolio. It splits capital into five equal 20% pieces: **US Total Stock Market**, **US Small-Cap Value Stocks**, **Long-Term Treasury Bonds**, **Short-Term T-Bills**, and **Physical Gold**. This allocation blends the inflation/deflation hedges of the Permanent Portfolio with a factor tilt toward small-cap value for additional growth, resulting in one of the smoothest historical performance curves in finance.

Key Differences Explained

While both portfolios utilize the small-cap value premium to boost performance, they are built for entirely different risk thresholds.

  • Equity Exposure: The Larry Portfolio is 75% stock-exposed, whereas the Golden Butterfly caps stock exposure at 40% (20% total market + 20% small-cap value). This makes the Larry Portfolio far more volatile (12.2% StdDev vs 7.4%).
  • Asset Diversification: The Golden Butterfly contains 20% Gold and 20% Long-Term Treasury bonds, providing reliable cushions in both inflation and deflation crises. The Larry Portfolio lacks gold and relies entirely on short-term bonds for defense, leaving it vulnerable to stock market crashes (max drawdown of -24.5% vs -11.0% for Golden Butterfly).
  • Growth Dynamics: The Larry Portfolio generates a higher CAGR (9.1% vs 8.5%) because of its aggressive equity profile. In long bull markets, it will run away from the Golden Butterfly.

Side-by-Side Pros and Cons

Larry Portfolio Pros & Cons

  • Higher CAGR (9.1% vs 8.5%) capturing factor premium.
  • Strong international small-cap value exposure.
  • Very simple rebalancing with cheap liquid ETFs.
  • Very high maximum drawdown (-24.5%).
  • Long tracking-error periods where value stocks underperform the broad market.

Golden Butterfly Pros & Cons

  • Excellent risk-adjusted returns (Sharpe ratio 0.68 vs 0.52).
  • Max drawdown of only -11.0% with very rapid recoveries.
  • Includes gold for purchasing power protection.
  • Holds 40% bonds and 20% gold, capping upside.
  • Requires tracking 5 asset slices instead of 4.
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Which Strategy is Right For You?

Choose Larry Portfolio if: You believe in historical factor premiums (small-cap and value), have a long horizon, and can stomach a -25% drawdown without selling. It is a smart portfolio for long-term growth.

Choose Golden Butterfly if: You want a smooth ride and inflation protection. If you want small-cap value exposure but cannot tolerate large stock market declines, the Golden Butterfly delivers exceptional balance.

Analyze Larry Strategy Analyze Golden Butterfly
MK
Marcin Kowalski Quantitative Researcher

Marcin Kowalski designs and backtests rules-based quantitative strategies. He holds an MS in Quantitative Finance and leads research for systematic asset allocation at StrategyIndex.io.

Backtest Methodology

Backtests are based on historical monthly Total Return data (dividends reinvested) of proxy index ETFs. We assume zero transaction slippage, annual/monthly rebalancing frequency, and no leverage. All calculations are executed systematically without human discretion.

Data Sources & Integrity

Historical figures are sourced from Yahoo Finance API, Tiingo Cloud API, and FRED Federal Reserve Database.

Last Data Update: June 30, 2026
Educational Purpose Only & Disclaimer

All content and calculation tools on StrategyIndex.io are intended solely for educational, research, and informational purposes. They do not constitute financial advice, tax planning, investment recommendations, or legal counsel. Hypothetical backtesting results have inherent limitations and do not represent actual trading. Past performance is never an indicator or guarantee of future returns. Asset allocation models are subject to market volatility, tracking errors, and strategy breakdown. Consult a certified financial planner before making any investment decisions.