How every portfolio fared in the 1970s inflation decade
A decade of double-digit inflation; gold rose ~20x from the end of Bretton Woods to the January 1980 peak.
Window 1970-01-02 to 1980-01-31 · six allocations · computed 2026-07-19 with the same engine the app runs. Ranked by real return, best first.
| # | Allocation | Real return | Max drawdown | PP ratio | Recovery | |
|---|---|---|---|---|---|---|
| 1 | Tangible 60 (30% gold · 30% equities · 15% silver · 15% commodities · 10% cash) | +154.6% | −30.1% | 2.55× | 3.1 years | Read |
| 2 | 40% gold tilt (40% gold · 40% equities · 20% cash) | +114.6% | −27.4% | 2.15× | 3.1 years | Read |
| 3 | Permanent-style (25% gold · 25% equities · 25% cash · 25% commodities) | +69.7% | −17.3% | 1.70× | 3.1 years | Read |
| 4 | 20% gold tilt (60% equities · 20% gold · 20% cash) | +23.8% | −31.0% | 1.24× | 5.3 years | Read |
| 5 | 60/40 (stocks/cash) (60% equities · 40% cash) | −23.2% | −38.5% | 0.77× | not recovered in window | Read |
| 6 | All equities (100% equities) | −40.4% | −56.6% | 0.60× | not recovered in window | Read |
Across this window, Tangible 60 preserved the most real value at +154.6%, while All equities did the worst at −40.4%. The shallowest real drawdown belonged to Permanent-style at −17.3%. Returns are real (CPI-deflated), after quarterly rebalancing and physical coin costs.
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Purchasing-power ratio is real terminal value ÷ real starting value: above 1.00× means the mix ended the window richer in real terms. Sources and definitions: methodology.
Educational estimates, not financial advice