Buffett Indicator

Total US market capitalization against GDP — economic size.

233%
p99.4 +1.4σ vs trend
In its expensive tier since Dec 2023 — the 8th expensive era since 1999.

Valuation eras since 1999

2000-072002-122005-052007-102010-022012-062014-102017-012019-052021-092024-012026-0960708090100200

Expensive eras shaded red, cheap eras green; the open era is brighter. Log scale. Hover shows the month’s as-of percentile. Historical bands never change — only the right edge is live.

Expensive eras — the register

Eras of at least two consecutive months at or above the 95th percentile of this measure's own history as it stood at the time; a single month below ends an era.

eramo in tierS&P during eraworst decline after (36m)10 years on
Dec 2023 → open†34— to dateopenopen
Jun 2023 → Aug 20233+2.1%-3.5%open
Apr 2020 → May 202226+51.0%-7.1%open
Jun 2019 → Feb 20209+14.8%-18.9%open
Feb 2019 → Apr 20193+5.7%-7.0%open
Feb 2017 → Nov 201822+20.8%-5.6%open
Oct 1999 → Apr 20007+13.1%-40.4%-1.7%
Jan 1999 → Jul 19997+11.3%-32.0%-19.3%

median during +13.1% (N=7) · median worst after -7.1% (N=7) · median 10y on -10.5% (N=2) — medians over completed eras only.

Cheap eras — the register

Eras of at least two consecutive months in the bottom fifth of this measure's own history as it stood at the time; a single month above ends an era.

eramo in tierS&P during eraworst decline after (36m)10 years on
Jan 2009 → Mar 20093-12.0%+12.3%+353.7%

median during -12.0% (N=1) · median worst after +12.3% (N=1) · median 10y on +353.7% (N=1) — medians over completed eras only.

Paths are S&P total return · Shiller monthly convention (dividends reinvested monthly; sp500_tr). The chart above remains the price tape. "Worst after" is the deepest monthly total-return level in the 36 months after each era — month-end grain, no intra-month lows. Construction and fidelity pins: "The total-return basis" on the Confluence methodology. Historical record, not a forecast. Methodology →