Global Macro Index
$10,000 put in on 3 Oct 2023 would be worth $15,893 today. Left alone, the same basket would be at $14,935, with 37% of it in Gold instead of 25%.
- Left alone
- Global Macro Index
- Rebalance
- Return
- +58.9% +49.3% left alone
- Deepest fall
- −15.5% −18.9% left alone
- Volatility, yearly
- 16.4% 17.0% left alone
- Rebalances
- 12 $25 in swap fees
Where the weights would be without rebalancing
- US10Y
- GLD
- TSLA
- EURY
Latest rebalances
| Date | What happened | Traded |
|---|---|---|
| 20 Jan 2026 | GLD trimmed from 30.7% to 25.0% | 5.7% |
| 27 May 2025 | TSLA trimmed from 30.2% to 25.0% | 5.2% |
| 6 Mar 2025 | EURY trimmed from 27.5% to 25.0% | 5.3% |
| 10 Feb 2025 | GLD trimmed from 28.6% to 25.0% | 5.3% |
| 16 Dec 2024 | TSLA trimmed from 30.6% to 25.0% | 5.6% |
Backtest on daily closing prices of the underlying markets up to 7 Oct 2026, with a 0.30% swap fee on each rebalance. US10Y is tracked through the IEF fund and EURY through FXE. Past performance says nothing about future returns, and this is not investment advice.