oriz · portfolio-lab
portfolio-lab.oriz.in 08 / 2026

Assets › gold

Gold — ETF / SGB

Below 12% forward floor — included only for diversification, excluded from optimizer by default.

Fwd expected return 11.0%
Annualised volatility 16.0%
Sleeve gold
Below floor Below 12%

Historical CAGR — trailing (not forward estimates)

1Y 3Y 5Y
43.5% 32.4% 22.9%

Trailing figures are inflated by the 2020-2025 bull market. Forward estimate (11.0%) is used for optimization.

Risk notes

Trailing 43%/32%/23% are RALLY ARTIFACTS dominated by one-off +74.5% in 2025 — do NOT extrapolate. Already corrected 20%+ off Jan-2026 peak. Honest forward ~10-13% INR (9% USD base + rupee slip), wide band. Non-yielding diversifier held for negative correlation in equity drawdowns, not the 12% claim.

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