Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| GSUPX (GOLDMAN SACHS U.S. MORTGAGES FUND SEPARATE ACCOUNT INSTITUTIONAL) | 2.88% | 3.99% | 1.39% | -0.74% | 1.13% | 1.98% | 2.66% | 2.73% |
Data as of 07/25/2025, AR inception is 11/07/2003
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GSUPX (GOLDMAN SACHS U.S. MORTGAGES FUND SEPARATE ACCOUNT INSTITUTIONAL) | 11/07/2003 | 07/25/2025 |
| 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 | 2005 | 2004 | 2003 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.23 | 3.99 | 1.39 | -0.74 | 1.13 | 1.98 | 2.66 | 2.73 | 2.88 | 0.93 | 5.10 | -12.44 | -1.44 | 5.81 | 6.40 | 0.72 | 1.83 | 1.95 | 1.21 | 6.08 | -0.59 | 5.49 | 5.38 | 6.44 | 11.83 | -3.45 | 5.75 | 4.44 | 2.57 | 1.39 | 0.90 |
| Sharpe Ratio | NA | 0.15 | -0.26 | -0.44 | -0.06 | NA | NA | 0.35 | 0.38 | -0.92 | 0.10 | -1.65 | -0.64 | 1.60 | 2.22 | -0.21 | 0.48 | 0.79 | 0.40 | 2.50 | -0.19 | 3.54 | 2.10 | 2.05 | 2.20 | -0.68 | 0.94 | 0.45 | 0.17 | 0.12 | 1.80 |
| Standard Deviation(%) | NA | 5.62 | 7.53 | 6.41 | 4.94 | NA | NA | 4.24 | 5.72 | 6.15 | 8.50 | 8.41 | 2.30 | 3.48 | 2.25 | 2.81 | 2.52 | 2.21 | 2.91 | 2.42 | 3.30 | 1.55 | 2.54 | 3.10 | 5.33 | 6.45 | 2.95 | 2.60 | 2.29 | 3.73 | 3.26 |
| Draw Down(%) | NA | 5.17 | 11.75 | 18.60 | 18.60 | NA | NA | 18.60 | 2.80 | 4.57 | 9.03 | 17.15 | 2.11 | 4.59 | 1.04 | 2.35 | 1.64 | 2.87 | 1.66 | 0.76 | 3.90 | 0.64 | 1.25 | 2.39 | 3.45 | 10.91 | 2.00 | 1.35 | 1.96 | 3.82 | 0.79 |
| Yield(%) | 0.00 | 3.59 | 3.41 | 2.60 | 2.70 | 2.84 | 3.19 | 3.24 | 1.39 | 4.20 | 3.80 | 2.20 | 1.63 | 2.97 | 3.36 | 2.89 | 2.58 | 2.62 | 2.51 | 2.73 | 2.14 | 4.28 | 2.29 | 2.73 | 4.07 | 5.04 | 4.37 | 4.12 | 3.72 | 2.19 | 0.00 |
Data as of 07/25/2025, AR inception is 11/07/2003
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSUPX (GOLDMAN SACHS U.S. MORTGAGES FUND SEPARATE ACCOUNT INSTITUTIONAL) |
-5.84%
Oct 2020 - Oct 2023 |
-1.16%
Oct 2017 - Oct 2022 |
0.39%
Oct 2013 - Oct 2023 |
2.03%
May 2010 - May 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GSUPX (GOLDMAN SACHS U.S. MORTGAGES FUND SEPARATE ACCOUNT INSTITUTIONAL) |
8.89%
Oct 2008 - Oct 2011 |
6.54%
Oct 2008 - Oct 2013 |
4.51%
Jun 2006 - Jun 2016 |
3.93%
Nov 2005 - Nov 2020 |
Annualized Rolling Returns Comparison Chart