When we are saved God doesn't establish a separate, private relationship with you and me. It's actually far better than that. When we are saved, God grants us access into his exclusive relationship with his one and only Son. This is called being in Christ. This relationship is extremely personal, because He is the life of your soul, but this relationship is not private, or independent, or anything separate from Christ. This relationship that God has given you is called the New Covenant and it IS Christ.