Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GS-PD (The Goldman Sachs Group Inc) | 1.90% | -3.10% | 4.80% | 0.87% | 4.68% | 4.51% | NA | … | … |
Data as of 06/04/2026, Common starting date is 06/08/2006
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GS-PD (The Goldman Sachs Group Inc) | 06/08/2006 | 06/04/2026 |
| 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.54 | -3.10 | 4.80 | 0.87 | 4.68 | 4.51 | NA | … | … | 1.90 | -9.97 | 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 | -0.69 | 0.23 | -0.10 | 0.20 | NA | NA | … | … | 0.62 | -1.24 | 0.96 | 1.25 | -1.32 | 0.62 | 0.50 | 3.36 | -2.03 | 0.92 | 1.00 | 1.16 | 1.79 | -0.63 | 1.93 | -0.86 | -0.07 | 2.23 | -0.68 | -1.37 | 1.15 |
| Standard Deviation(%) | NA | 9.46 | 10.92 | 13.87 | 14.95 | NA | NA | … | … | 8.11 | 10.39 | 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 | 10.06 | 15.90 | 26.62 | 31.84 | NA | NA | … | … | 7.01 | 15.90 | 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 | 5.92 | 7.02 | 5.22 | 5.61 | 5.15 | 4.48 | … | … | 3.00 | 5.75 | 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 06/04/2026, Common starting date 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