20% gold tilt portfolio

60% equities · 20% gold · 20% cash · quarterly rebalance · physical coin costs applied · computed 2026-07-19 with the same engine the app runs.

Real return in each crisis window. Green preserved purchasing power; red lost it.

Crisis	Real return	Max drawdown	PP ratio	Recovery
The 2008 financial crisis	+7.9%	−36.5%	1.08×	2.1 years	Read
The 2020 COVID crash	+5.1%	−21.1%	1.05×	77 days	Read
The 1970s inflation decade	+23.8%	−31.0%	1.24×	5.3 years	Read
The dot-com bust	+2.9%	−33.5%	1.03×	4.3 years	Read
The Volcker double-dip	−32.3%	−31.9%	0.68×	not recovered in window	Read
The eurozone debt crisis	+1.2%	−11.5%	1.01×	4.0 months	Read
The 2022 inflation and rate shock	−5.2%	−21.6%	0.95×	not recovered in window	Read
The 1987 crash	−8.6%	−19.8%	0.91×	not recovered in window	Read

Averaged across eight crises, a 20% gold portfolio returned −0.6% in real terms per window. Its best window was the 1970s inflation decade (+23.8%); its hardest was the Volcker double-dip (−32.3%), and the deepest real drawdown, −36.5%, came in the 2008 financial crisis. Figures are real, after quarterly rebalancing and physical coin costs.

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Averages weight each crisis window equally; they summarize history, not a forecast. Sources and definitions: methodology.

Educational estimates, not financial advice