Random Performance Numbers on GLD, SPY, TLT
Posted: Fri Aug 05, 2016 5:28 pm
I was doing some backtesting on a rotational system between GLD and TLT. I'll save the details for me, but the performance was a return of 195.19% from 11/18/04 through yesterday. For comparison purposes I ran a buy and hold of GLD, SPY and TLT which is what I found quite interesting and of possible interest to the rest of the board.
GLD: 187.40%
SPY: 138.77%
TLT: 133.06%
BH all three annual rebalance: 183.02%
So there you have it, choosing a random date gold has been the best performer for over a decade.
GLD: 187.40%
SPY: 138.77%
TLT: 133.06%
BH all three annual rebalance: 183.02%
So there you have it, choosing a random date gold has been the best performer for over a decade.