Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GS (The Goldman Sachs Group) | -9.11% | 47.14% | 39.50% | 21.27% | 20.55% | 13.08% | 9.96% | … | … |
Data as of 03/16/2026, Common starting date is 05/04/1999
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GS (The Goldman Sachs Group) | 05/04/1999 | 03/16/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -4.48 | 47.14 | 39.50 | 21.27 | 20.55 | 13.08 | 9.96 | … | … | -9.11 | 56.64 | 52.03 | 15.91 | -7.87 | 47.60 | 17.45 | 40.48 | -33.52 | 7.74 | 34.32 | -7.02 | 9.35 | 38.96 | 41.06 | -46.22 | -0.40 | 102.07 | -60.76 | 7.88 | 56.10 | 22.75 | 5.38 | 44.98 | -26.58 | -13.27 | 13.54 | 33.84 |
| Sharpe Ratio | NA | 1.47 | 1.31 | 0.68 | 0.64 | NA | NA | … | … | -1.09 | 1.73 | 1.90 | 0.51 | -0.32 | 1.89 | 0.33 | 1.66 | -1.36 | 0.36 | 1.27 | -0.32 | 0.54 | 1.81 | 1.46 | -1.21 | -0.02 | 1.69 | -0.79 | 0.14 | 2.26 | 1.11 | 0.23 | 1.71 | -0.75 | -0.35 | 0.16 | 1.14 |
| Standard Deviation(%) | NA | 32.10 | 27.62 | 27.55 | 29.65 | NA | NA | … | … | 36.91 | 31.17 | 25.42 | 24.12 | 29.58 | 25.13 | 52.20 | 23.51 | 25.81 | 19.74 | 26.90 | 22.36 | 17.33 | 21.49 | 28.44 | 38.09 | 31.20 | 60.20 | 77.92 | 34.72 | 23.43 | 18.48 | 19.48 | 25.85 | 37.18 | 45.28 | 58.42 | 44.96 |
| Draw Down(%) | NA | 21.11 | 30.90 | 32.84 | 48.75 | NA | NA | … | … | 19.42 | 30.90 | 9.82 | 20.91 | 30.51 | 11.92 | 45.62 | 11.97 | 42.18 | 16.17 | 22.28 | 21.31 | 14.86 | 12.64 | 28.95 | 49.89 | 29.12 | 33.32 | 75.82 | 29.42 | 17.83 | 15.88 | 23.10 | 16.11 | 38.73 | 44.57 | 42.45 | 24.70 |
| Yield(%) | 0.00 | 2.81 | 4.02 | 3.20 | 4.86 | 3.16 | 2.48 | … | … | 0.49 | 2.43 | 2.96 | 3.03 | 2.28 | 2.45 | 2.13 | 2.41 | 1.23 | 1.20 | 1.10 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 03/16/2026, Common starting date is 05/04/1999
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GS (The Goldman Sachs Group) |
-17.01%
Jan 2006 – Jan 2009 |
-15.98%
May 2007 – May 2012 |
-0.61%
May 2007 – May 2017 |
2.43%
Jan 2001 – Jan 2016 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GS (The Goldman Sachs Group) |
43.17%
Sep 2022 – Sep 2025 |
36.30%
Oct 2020 – Oct 2025 |
21.61%
Jan 2016 – Jan 2026 |
13.83%
Jan 2011 – Jan 2026 |
Annualized Rolling Returns Comparison Chart