In the quest for shiny gold, one must remember that it doesn't always sparkle with consistent gains. Just like any other asset, gold has its moments of underperformance compared to other benchmarks. It dances to the tune of the U.S. dollar's strength, market volatility, and its reputation as a safe haven. These factors can lead to a low correlation with the financial markets over the long haul. So, keep in mind that while gold can shine bright, it may occasionally take a break too.