40% gold tilt portfolio

40% gold · 40% equities · 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	+24.3%	−28.8%	1.24×	16.8 months	Read
The 2020 COVID crash	+9.0%	−15.6%	1.09×	66 days	Read
The 1970s inflation decade	+114.6%	−27.4%	2.15×	3.1 years	Read
The dot-com bust	+19.5%	−22.4%	1.20×	2.1 years	Read
The Volcker double-dip	−36.6%	−37.5%	0.63×	not recovered in window	Read
The eurozone debt crisis	+1.9%	−8.5%	1.02×	36 days	Read
The 2022 inflation and rate shock	−4.0%	−18.5%	0.96×	not recovered in window	Read
The 1987 crash	−13.1%	−15.6%	0.87×	not recovered in window	Read

Averaged across eight crises, a 40% gold portfolio returned +14.5% in real terms per window. Its best window was the 1970s inflation decade (+114.6%); its hardest was the Volcker double-dip (−36.6%), and the deepest real drawdown, −37.5%, came in the Volcker double-dip. 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