SPY vs GLD Portfolio Analysis

A Streamlit application for analyzing and optimizing two-asset portfolio rebalancing strategies between SPY (S&P 500 ETF) and GLD (Gold ETF).

Live Application

🚀 Try the app here

Screenshot

Features

• Explore optimal rebalancing strategies for a two-asset portfolio
• Adjust strategy parameters and compare against grid search results
• Analyze different historical periods (ending 2025-12-31)
• View performance charts, metrics tables, and heatmaps
• Compare strategies based on Sharpe ratio, CAGR, and maximum drawdown

Local Development

Requirements

• Python 3.x
• Dependencies listed in requirements.txt

Installation

pip install -r requirements.txt

Running the App

streamlit run app.py

About

This application helps investors analyze and optimize portfolio rebalancing strategies by comparing different allocation ratios and rebalancing frequencies between SPY and GLD assets.