I would suggest cash. It's more voluminous but lighter than gold and certainly very liquid. In $100 bills (using this as an example because someone did the calculations for me but you could use EUR 500 or CHF 1000 to save some space and have more colorful luggage), it seems perfectly possible to carry $420k (the value of a Good Delivery gold bar) with you.
And with Swiss Francs, you can take even more (thanks @drat for the link!) as CHF 1 million (>$1 million) should only be a bit more than 1 kg and 1L in new CHF 1000 bills (and, like everything Swiss, the bills you get are often squeaky clean compared to small euro or dollar bills that circulate a lot). Swiss Francs might be slightly more difficult to use abroad but, amazingly, in Switzerland, you can easily pay your groceries (or a car…) with large bills and nobody would bat an eye.
One issue is that using cash might make a difference as far as cash control regulations are concerned. For example, European Union rules require you to declare that much money when leaving the EU but do not cover gold (some countries like the US or France do require gold, at least as bullion, to be declared as well so that's moot there).
That's a bit of extra hassle (and it might fail your “convenience” criterion) but since people who carry a lot of cash or gold around usually obtained it through legitimate means and obviously paid their taxes, it's not a big deal.