Backtest

All Weather portfolio long-term backtest since 2007

How would an All Weather mix of stocks, bonds, gold and commodities have navigated different markets?

VTI 30%, TLT 40%, IEF 15%, GLD 7.5% and DBC 7.5% from 2007-01-03 to 2026-10-23, USD 10,000 initially, reinvested dividends and monthly rebalancing.

Data as of 2026-10-23

Backtest results

Backtest Period 2007.01.03 ~ 2026.10.23 · 19 yr 10 mo
Final Balance $34,002
Invested $10,000
Gain +$24,002
Before taxes and trading costs
Annualized return +6.4%
3.4× in 19 yr 10 mo
4.5pp behind SPY
Max drawdown · daily -24.4%
Peak $31,107 → low $23,518
35 months from trough to recovery
Loss after a 1-year hold 19%
43 of 226 past windows
None when held 5+ years
SPY 17%

Performance

Growth Chart

My Portfolio CAGR +6.4%
SPY CAGR +10.8%
Money put in
Shaded: major market crises GFC (2008–09)COVID-19 (Feb–Mar 2020)Bear Market (2022)
Drawdown (same period)
0%-24%Low -24.4% · 2022-10

Holding-period outcomes

Held 1 year(s), 19% of start dates lost money; held 5 years, none did · worst +1.8%/yr

Held Annualized return · worst to best Losses
1 years -20.8% ~ +21.3% 19%43/226
3 years -3.8% ~ +16.4% 10%20/202
5 years +1.8% ~ +11.4% 0%0/178
7 years +3.1% ~ +9.6% 0%0/154
10 years +3.9% ~ +8.7% 0%0/118
Return spread for one holding periodPick a holding period to see its spread and each start month
Worst · average · best by holding period (table)Per-year returns and share of positive periods for 1–10 year holds
Show the numbers
1 years226-20.8%+6.7%+21.3% 81%
3 years202-3.8%+6.4%+16.4% 90%
5 years178+1.7%+6.4%+11.4% 100%
7 years154+3.1%+6.5%+9.6% 100%
10 years118+3.9%+6.4%+8.7% 100%

Annual & monthly returns

Up in 14 of 19 years · best 2019 +18.7% · worst 2022 -19.7%

Completed months · through 2026-09

Partial years: 2026. Each year includes only its observed months.

-40%-20%0%20%40%2007201020132016201920222025
Portfolio SPY
Show the numbers · Completed calendar years
14/19 Positive Years
74% Win Rate
4/19 Beat Benchmark
4yr Longest Winning Streak
3yr Current Streak
±9.2% Annual Return Std Dev
Current Streak 1 mo up
Longest Gain Streak 10mo
Longest Loss Streak 6mo

Trailing returns

Up to 1 year: total return · 3 years and longer: per year As of 9/2026
1 yearstotal +4.2% +15.7% -11.5pp
3 yearsper year +10.4% +22.8% -12.4pp
5 yearsper year +2.4% +13.7% -11.3pp
10 yearsper year +5.2% +15.2% -10.0pp
Fullper year +6.3% +10.9% -4.6pp
Growth Milestones2× in 9.5 yrs · 3× in 14.6 yrs
3.4× your principal $10,000 → now $34,002
  1. 1.5× Reached 2011-11 · took 4.9 yrs
  2. 2× Reached 2016-07 · took 9.5 yrs
  3. 3× Reached 2021-07 · took 14.6 yrs
  4. 5× Needs another 47% gain
  5. 10× Needs another 194% gain
Purchasing power — assuming 2.5% annual inflation+3.8% a year after inflation · +6.4% before

Annualized return

Nominal +6.4%
Real (Infl.-Adj.) +3.8%

Cumulative return

Nominal +240.0%
Real (Infl.-Adj.) +108.4%

Risk & recovery

Deepest fall -24.4% (2022.10) · 1,396 days from peak to recovery · now 1.6% below the peak

vs SPY

The same money in SPY would have grown to $76,967, $42,965 more than this portfolio

Assets & diversification

Largest profit contribution VTI +$15,215 · smallest IEF +$1,204

Scenarios

Shuffles past monthly returns into 500 possible futures

Data & export

20 years of yearly and 4,985 days of daily records · CSV download