Gold vs US Inflation Protection Portfolio Comparison

Last Update: 29 February 2024

The Gold Portfolio obtained a 5.46% compound annual return, with a 15.44% standard deviation, in the last 30 Years.

The US Inflation Protection Portfolio obtained a 4.98% compound annual return, with a 6.01% standard deviation, in the last 30 Years.

Summary

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Gold Portfolio US Inflation Protection Portfolio
Portfolio Risk Very High Low
Asset Allocation Stocks 0% 0%
Fixed Income 0% 100%
Commodities 100% 0%
30 Years Stats Return +5.46% +4.98%
Std Dev 15.44% 6.01%
Max Drawdown -42.91% -14.76%
All time Stats
(Since Jan 1985)
Return +4.73% +6.69%
Std Dev 15.06% 6.63%
Max Drawdown -48.26% -14.76%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Gold Portfolio +0.46 +5.16 +11.50 +8.83 +4.02 +5.46 +4.73
US Inflation Protection Portfolio -1.05 +1.78 +1.82 +2.23 +1.77 +4.98 +6.69
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Gold Portfolio: an investment of 1$, since March 1994, now would be worth 4.93$, with a total return of 393.44% (5.46% annualized).

US Inflation Protection Portfolio: an investment of 1$, since March 1994, now would be worth 4.30$, with a total return of 330.19% (4.98% annualized).

Gold Portfolio: an investment of 1$, since January 1985, now would be worth 6.11$, with a total return of 510.68% (4.73% annualized).

US Inflation Protection Portfolio: an investment of 1$, since January 1985, now would be worth 12.62$, with a total return of 1162.01% (6.69% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Gold Portfolio
US Inflation Protection Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-42.91% Sep 2011 Dec 2015 (52) Jul 2020 (107) 28.29
-37.17% Feb 1996 Aug 1999 (43) Dec 2003 (95) 24.75
-25.83% Mar 2008 Oct 2008 (8) May 2009 (15) 10.74
-18.08% Aug 2020 Oct 2022 (27) Nov 2023 (40) 8.45
-14.76% Jan 2022 Oct 2023 (22) In progress (26) 10.39
-11.79% Sep 2008 Oct 2008 (2) Sep 2009 (13) 5.42
-9.24% Dec 2012 Dec 2013 (13) Mar 2019 (76) 4.32
-8.64% Dec 2004 May 2005 (6) Sep 2005 (10) 5.30
-8.63% May 2006 Sep 2006 (5) Feb 2007 (10) 4.31
-8.37% Dec 2009 Jan 2010 (2) May 2010 (6) 5.13
-8.31% Apr 2004 Apr 2004 (1) Oct 2004 (7) 5.49
-7.43% Mar 1994 Oct 1994 (8) Mar 1995 (13) 5.08
-6.47% Feb 1996 May 1996 (4) Oct 1996 (9) 4.44
-6.38% Jan 2011 Jan 2011 (1) Mar 2011 (3) 3.21
-5.32% Feb 1999 Dec 1999 (11) Mar 2000 (14) 3.77
-5.32% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.32
-5.22% Jun 2009 Jun 2009 (1) Sep 2009 (4) 2.98
-5.09% Jul 2010 Jul 2010 (1) Aug 2010 (2) 2.94
-5.05% Oct 1994 Jan 1995 (4) Jan 1996 (16) 2.75
-4.90% Jan 2004 Feb 2004 (2) Mar 2004 (3) 3.15

Drawdown comparison chart since January 1985.

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Gold Portfolio
US Inflation Protection Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-48.26% Dec 1987 Aug 1999 (141) Dec 2005 (217) 29.64
-42.91% Sep 2011 Dec 2015 (52) Jul 2020 (107) 28.29
-25.83% Mar 2008 Oct 2008 (8) May 2009 (15) 10.74
-18.08% Aug 2020 Oct 2022 (27) Nov 2023 (40) 8.45
-14.76% Jan 2022 Oct 2023 (22) In progress (26) 10.39
-11.79% Sep 2008 Oct 2008 (2) Sep 2009 (13) 5.42
-10.68% Feb 1994 Oct 1994 (9) May 1995 (16) 7.40
-9.45% Mar 1987 Sep 1987 (7) Jan 1988 (11) 4.91
-9.24% Dec 2012 Dec 2013 (13) Mar 2019 (76) 4.32
-8.63% May 2006 Sep 2006 (5) Feb 2007 (10) 4.31
-8.37% Dec 2009 Jan 2010 (2) May 2010 (6) 5.13
-8.14% Oct 1986 Dec 1986 (3) Apr 1987 (7) 5.04
-6.67% Jan 1985 Feb 1985 (2) Mar 1985 (3) 3.34
-6.47% Feb 1996 May 1996 (4) Oct 1996 (9) 4.44
-6.38% Jan 2011 Jan 2011 (1) Mar 2011 (3) 3.21
-5.32% Feb 1999 Dec 1999 (11) Mar 2000 (14) 3.77
-5.32% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.32
-5.22% Jun 2009 Jun 2009 (1) Sep 2009 (4) 2.98
-5.09% Jul 2010 Jul 2010 (1) Aug 2010 (2) 2.94
-4.82% Apr 2004 Apr 2004 (1) Aug 2004 (5) 2.77

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
-0.97%
-1.42%
-0.72%
-1.05%
2023
+12.69%
-7.22%
+3.27%
-5.35%
2022
-0.77%
-15.91%
-13.10%
-14.74%
2021
-4.15%
-10.32%
+5.67%
-1.95%
2020
+24.81%
-10.12%
+10.84%
-1.76%
2019
+17.86%
-4.10%
+8.35%
-1.14%
2018
-1.94%
-11.66%
-1.42%
-2.47%
2017
+12.81%
-4.09%
+2.92%
-0.91%
2016
+8.03%
-15.02%
+4.68%
-2.64%
2015
-10.67%
-17.81%
-1.75%
-4.83%
2014
-2.19%
-12.44%
+3.59%
-2.59%
2013
-28.33%
-28.33%
-8.49%
-9.10%
2012
+6.60%
-10.45%
+6.39%
-1.43%
2011
+9.57%
-14.48%
+13.28%
-0.01%
2010
+29.27%
-5.09%
+6.14%
-3.05%
2009
+24.03%
-7.20%
+8.94%
-2.24%
2008
+4.92%
-25.83%
+0.04%
-11.79%
2007
+30.45%
-4.20%
+11.92%
-1.52%
2006
+22.55%
-8.63%
+0.28%
-2.37%
2005
+17.76%
-4.91%
+2.49%
-2.47%
2004
+4.65%
-8.31%
+8.28%
-4.82%
2003
+19.89%
-8.88%
+8.00%
-5.32%
2002
+25.57%
-6.72%
+16.61%
-2.75%
2001
+0.75%
-6.10%
+7.61%
-3.37%
2000
-5.44%
-9.93%
+17.65%
-0.84%
1999
+0.85%
-11.47%
-4.47%
-5.32%
1998
-0.83%
-12.01%
+9.27%
-0.76%
1997
-21.41%
-21.41%
+12.71%
-2.48%
1996
-4.59%
-8.95%
+1.33%
-6.47%
1995
+0.98%
-2.46%
+23.02%
-0.42%
1994
-2.17%
-3.91%
-6.25%
-10.68%
1993
+17.68%
-11.51%
+15.75%
-1.45%
1992
-5.73%
-6.97%
+8.74%
-3.82%
1991
-8.56%
-10.05%
+18.60%
-0.30%
1990
-3.11%
-15.14%
+8.20%
-4.32%
1989
-2.84%
-12.30%
+15.77%
-2.48%
1988
-15.26%
-18.05%
+6.51%
-4.70%
1987
+24.53%
-1.97%
-0.24%
-9.45%
1986
+18.96%
-8.14%
+18.39%
-4.18%
1985
+6.00%
-6.67%
+26.04%
-3.65%