Gold (GLD)
VS
Ray Dalio All Weather
Total Return by Period
Updated: Jul 20, 2026
| Name | 1 Day | 1 Week | 28 Days | 90 Days | 1 Year | 3 Years | 5 Years | 10 Years |
|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | -0.38% | -0.06% | -0.85% | -0.52% | 11.02% | 25.99% | 13.50% | 70.67% |
| Gold (GLD) | -0.22% | 0.13% | -4.42% | -14.43% | 19.20% | 101.78% | 117.82% | 190.94% |
Total Return by Year
| Name | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | 6.06% | 9.93% | -19.30% | 8.17% | 16.46% | 18.27% | -3.02% | 11.75% | 6.67% | |
| Gold (GLD) | 26.66% | 12.69% | -0.77% | -4.15% | 24.81% | 17.86% | -1.94% | 12.81% | 8.03% |
10 Year Performance
| Name | Total Return | Annualized Return | CAGR | Max Drawdown | Sharpe Ratio | Sortino Ratio | Calmar Ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|
| Ray Dalio All Weather | 70.67% | 5.75% | 5.51% | -37.77% | 0.31 | 0.42 | 0.15 | 0.08 |
| Gold (GLD) | 190.94% | 12.03% | 11.31% | -103.63% | 0.56 | 0.73 | 0.12 | 0.09 |