Subject: Re: Bogle , back to the real world,
For what it's worth, GTR1 can simulate the S&P with cap weight
{!S5T}
and equal weight
{!S5TE}
Since 1925 the EW version has outperformed by about 100 basis points. Risk Metrics are basically the same.
You can stick in specific start and end dates if you want see how things go under given market conditions.
Baltassar