Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GS-PD (The Goldman Sachs Group Inc) | -4.15% | -2.21% | 11.04% | 5.16% | 5.81% | 5.75% | NA | 4.52% |
Data as of 07/16/2025, AR inception is 06/08/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GS-PD (The Goldman Sachs Group Inc) | 06/08/2006 | 07/16/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.47 | -2.21 | 11.04 | 5.16 | 5.81 | 5.75 | NA | 4.52 | -4.15 | 13.73 | 25.98 | -23.79 | 4.96 | 14.60 | 38.29 | -18.93 | 8.25 | 12.27 | 9.12 | 12.39 | -7.54 | 27.63 | -16.23 | -1.12 | 80.77 | -31.55 | -13.87 | 5.63 |
| Sharpe Ratio | NA | -0.39 | 0.54 | 0.29 | 0.30 | NA | NA | 0.18 | -0.86 | 0.68 | 1.22 | -1.32 | 0.62 | 0.50 | 3.37 | -2.02 | 0.92 | 1.00 | 1.16 | 1.79 | -0.63 | 1.93 | -0.86 | -0.07 | 2.23 | -0.67 | -1.36 | 1.18 |
| Standard Deviation(%) | NA | 10.42 | 15.00 | 13.99 | 14.96 | NA | NA | 19.33 | 10.59 | 10.57 | 17.95 | 19.14 | 7.92 | 28.69 | 10.95 | 10.06 | 8.33 | 12.03 | 7.85 | 6.92 | 12.03 | 14.43 | 18.87 | 17.65 | 36.25 | 48.01 | 12.47 | 5.79 |
| Draw Down(%) | NA | 10.69 | 12.39 | 26.62 | 31.84 | NA | NA | 59.28 | 10.69 | 5.05 | 12.08 | 26.62 | 5.52 | 31.84 | 4.68 | 27.39 | 5.35 | 9.45 | 6.68 | 5.84 | 22.82 | 11.40 | 25.45 | 27.59 | 30.20 | 55.09 | 18.78 | 1.71 |
| Yield(%) | 0.00 | 6.29 | 7.42 | 5.68 | 5.57 | 5.53 | 4.23 | 4.46 | 2.91 | 7.30 | 7.82 | 4.00 | 4.06 | 4.35 | 5.57 | 4.55 | 4.72 | 5.11 | 5.18 | 5.38 | 4.85 | 5.75 | 4.79 | 4.59 | 7.09 | 5.18 | 5.89 | 2.82 |
Data as of 07/16/2025, AR inception is 06/08/2006
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GS-PD (The Goldman Sachs Group Inc) |
-8.19%
Jul 2006 - Jul 2009 |
-2.46%
Dec 2006 - Dec 2011 |
3.40%
May 2013 - May 2023 |
2.98%
Jun 2007 - Jun 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GS-PD (The Goldman Sachs Group Inc) |
26.90%
Mar 2009 - Mar 2012 |
17.89%
Nov 2008 - Nov 2013 |
11.48%
Sep 2008 - Sep 2018 |
10.03%
Mar 2009 - Mar 2024 |
Annualized Rolling Returns Comparison Chart