Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in GS, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.
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The earliest data available for this chart is Oct 31, 2014, corresponding to the inception date of ARKK
Returns By Period
As of Apr 4, 2026, the GS returned 4.82% Year-To-Date and 8.24% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -4.18% | -3.84% | -1.98% | 21.98% | 16.86% | 10.37% | 12.29% |
Portfolio GS | 0.08% | -0.69% | 4.82% | 3.97% | 24.69% | 12.68% | 7.22% | 8.24% |
| Portfolio components: | ||||||||
NLR VanEck Vectors Uranium+Nuclear Energy ETF | -0.51% | -8.41% | 7.62% | -3.10% | 88.84% | 37.36% | 23.42% | 13.89% |
VEA Vanguard FTSE Developed Markets ETF | -0.77% | -3.90% | 3.65% | 7.84% | 33.16% | 16.09% | 8.76% | 9.49% |
VWO Vanguard FTSE Emerging Markets ETF | -0.72% | -3.17% | 0.11% | 0.16% | 23.95% | 13.41% | 3.75% | 7.73% |
VDE Vanguard Energy ETF | 0.76% | 6.41% | 34.23% | 35.74% | 43.94% | 15.51% | 23.51% | 11.00% |
ARKK ARK Innovation ETF | 0.23% | -8.50% | -10.87% | -22.37% | 51.95% | 20.43% | -10.47% | 14.27% |
BIAPX BlackRock 80/20 Target Allocation Fund | -0.11% | -3.39% | -1.33% | 0.55% | 22.21% | 11.30% | 6.09% | 9.47% |
PCLIX PIMCO CommoditiesPLUS Strategy Fund | 2.29% | 15.12% | 31.09% | 32.25% | 37.48% | 14.45% | 18.40% | 13.54% |
PAIIX PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged) | 0.10% | -2.04% | -2.12% | -0.96% | 3.13% | 4.77% | 1.92% | 2.87% |
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 0.08% | -0.36% | 0.23% | 1.27% | 3.69% | 4.23% | 1.70% | 1.98% |
RSPS Invesco S&P 500 Equal Weight Consumer Staples ETF | 0.41% | -7.28% | 2.16% | 1.75% | -1.82% | -2.26% | 1.26% | 4.28% |
Monthly Returns
Based on dividend-adjusted daily data since Nov 3, 2014, GS's average daily return is +0.03%, while the average monthly return is +0.56%. At this rate, your investment would double in approximately 10.3 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +8.0%, while the worst month was Mar 2020 at -9.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, GS closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +4.0%, while the worst single day was Mar 16, 2020 at -5.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.15% | 2.03% | -1.51% | 0.15% | 4.82% | ||||||||
| 2025 | 2.72% | -1.06% | -1.15% | 0.20% | 4.00% | 5.52% | 1.20% | 1.85% | 3.45% | 1.96% | -1.83% | -0.07% | 17.82% |
| 2024 | -0.73% | 1.26% | 2.26% | -1.75% | 2.10% | -0.19% | 1.29% | 0.21% | 2.34% | -0.87% | 3.58% | -3.01% | 6.47% |
| 2023 | 5.34% | -2.72% | 1.47% | -0.03% | -1.41% | 3.03% | 3.73% | -1.55% | -0.46% | -2.41% | 5.31% | 3.27% | 13.90% |
| 2022 | -0.78% | -0.02% | 0.81% | -4.22% | 1.76% | -5.23% | 3.61% | -1.76% | -5.65% | 3.23% | 3.78% | -2.33% | -7.18% |
| 2021 | 1.52% | 2.17% | 0.68% | 1.46% | 0.88% | 1.62% | -1.61% | 0.56% | -0.72% | 2.61% | -3.16% | 1.01% | 7.09% |
Benchmark Metrics
GS has an annualized alpha of 1.53%, beta of 0.44, and R² of 0.71 versus S&P 500 Index. Calculated based on daily prices since November 03, 2014.
- This portfolio participated in 53.41% of S&P 500 Index downside but only 48.59% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.44 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.53%
- Beta
- 0.44
- R²
- 0.71
- Upside Capture
- 48.59%
- Downside Capture
- 53.41%
Expense Ratio
GS has an expense ratio of 0.28%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
GS ranks 89 for risk / return — in the top 89% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.15 | 0.88 | +1.27 |
Sortino ratioReturn per unit of downside risk | 3.03 | 1.37 | +1.66 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.21 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 3.22 | 1.39 | +1.83 |
Martin ratioReturn relative to average drawdown | 14.36 | 6.43 | +7.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
NLR VanEck Vectors Uranium+Nuclear Energy ETF | 81 | 1.99 | 2.57 | 1.32 | 3.30 | 7.88 |
VEA Vanguard FTSE Developed Markets ETF | 81 | 1.73 | 2.36 | 1.35 | 2.64 | 10.14 |
VWO Vanguard FTSE Emerging Markets ETF | 61 | 1.22 | 1.74 | 1.25 | 1.78 | 6.68 |
VDE Vanguard Energy ETF | 58 | 1.30 | 1.70 | 1.25 | 1.74 | 4.96 |
ARKK ARK Innovation ETF | 44 | 0.93 | 1.56 | 1.18 | 1.39 | 3.54 |
BIAPX BlackRock 80/20 Target Allocation Fund | 62 | 1.21 | 1.81 | 1.27 | 1.90 | 8.35 |
PCLIX PIMCO CommoditiesPLUS Strategy Fund | 80 | 1.71 | 2.25 | 1.31 | 3.05 | 8.45 |
PAIIX PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged) | 23 | 0.83 | 1.13 | 1.16 | 0.79 | 3.23 |
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 90 | 2.11 | 3.37 | 1.42 | 3.21 | 12.06 |
RSPS Invesco S&P 500 Equal Weight Consumer Staples ETF | 8 | -0.12 | -0.07 | 0.99 | -0.16 | -0.41 |
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Dividends
Dividend yield
GS provided a 3.15% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.15% | 3.29% | 2.97% | 2.92% | 4.90% | 6.52% | 2.05% | 2.49% | 3.73% | 2.94% | 1.81% | 3.04% |
| Portfolio components: | ||||||||||||
NLR VanEck Vectors Uranium+Nuclear Energy ETF | 2.37% | 2.55% | 0.76% | 4.54% | 2.02% | 1.99% | 2.23% | 2.21% | 3.91% | 4.86% | 3.62% | 3.30% |
VEA Vanguard FTSE Developed Markets ETF | 2.90% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
VWO Vanguard FTSE Emerging Markets ETF | 2.70% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
VDE Vanguard Energy ETF | 2.34% | 3.11% | 3.23% | 3.34% | 3.65% | 4.13% | 4.76% | 3.42% | 3.35% | 2.90% | 2.31% | 3.17% |
ARKK ARK Innovation ETF | 0.00% | 0.00% | 0.00% | 0.70% | 0.00% | 0.55% | 1.64% | 0.38% | 3.14% | 1.32% | 0.00% | 2.27% |
BIAPX BlackRock 80/20 Target Allocation Fund | 6.06% | 5.98% | 0.00% | 4.28% | 2.30% | 6.04% | 2.07% | 2.49% | 6.26% | 3.12% | 1.67% | 13.86% |
PCLIX PIMCO CommoditiesPLUS Strategy Fund | 1.43% | 2.45% | 7.50% | 5.06% | 42.60% | 73.41% | 0.77% | 2.46% | 18.58% | 12.63% | 0.16% | 2.22% |
PAIIX PIMCO Global Bond Opportunities Fund (U.S. Dollar-Hedged) | 4.31% | 4.44% | 3.72% | 2.05% | 7.25% | 2.59% | 1.90% | 3.75% | 1.78% | 2.73% | 2.23% | 5.44% |
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 3.93% | 3.83% | 3.38% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.48% | 1.40% |
RSPS Invesco S&P 500 Equal Weight Consumer Staples ETF | 2.85% | 2.82% | 2.86% | 2.78% | 2.31% | 2.07% | 2.14% | 2.12% | 2.43% | 1.90% | 1.76% | 1.77% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the GS. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the GS was 20.50%, occurring on Mar 18, 2020. Recovery took 56 trading sessions.
The current GS drawdown is 1.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.5% | Feb 20, 2020 | 20 | Mar 18, 2020 | 56 | Jun 8, 2020 | 76 |
| -14.46% | Nov 9, 2021 | 235 | Oct 14, 2022 | 292 | Dec 13, 2023 | 527 |
| -13.72% | Apr 28, 2015 | 201 | Feb 11, 2016 | 252 | Feb 10, 2017 | 453 |
| -10% | Feb 19, 2025 | 35 | Apr 8, 2025 | 32 | May 23, 2025 | 67 |
| -9.13% | Aug 30, 2018 | 80 | Dec 24, 2018 | 53 | Mar 13, 2019 | 133 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 10 assets, with an effective number of assets of 5.08, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | BSV | PAIIX | PCLIX | RSPS | NLR | VDE | ARKK | VWO | BIAPX | VEA | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.05 | 0.11 | 0.25 | 0.53 | 0.54 | 0.50 | 0.68 | 0.68 | 0.92 | 0.80 | 0.81 |
| BSV | -0.05 | 1.00 | 0.60 | -0.10 | 0.07 | 0.09 | -0.14 | 0.01 | -0.01 | 0.02 | 0.03 | 0.08 |
| PAIIX | 0.11 | 0.60 | 1.00 | -0.01 | 0.13 | 0.15 | -0.02 | 0.12 | 0.14 | 0.16 | 0.17 | 0.20 |
| PCLIX | 0.25 | -0.10 | -0.01 | 1.00 | 0.10 | 0.21 | 0.62 | 0.15 | 0.34 | 0.26 | 0.33 | 0.50 |
| RSPS | 0.53 | 0.07 | 0.13 | 0.10 | 1.00 | 0.36 | 0.31 | 0.22 | 0.34 | 0.48 | 0.48 | 0.42 |
| NLR | 0.54 | 0.09 | 0.15 | 0.21 | 0.36 | 1.00 | 0.35 | 0.39 | 0.46 | 0.53 | 0.56 | 0.67 |
| VDE | 0.50 | -0.14 | -0.02 | 0.62 | 0.31 | 0.35 | 1.00 | 0.27 | 0.45 | 0.48 | 0.51 | 0.67 |
| ARKK | 0.68 | 0.01 | 0.12 | 0.15 | 0.22 | 0.39 | 0.27 | 1.00 | 0.55 | 0.66 | 0.57 | 0.73 |
| VWO | 0.68 | -0.01 | 0.14 | 0.34 | 0.34 | 0.46 | 0.45 | 0.55 | 1.00 | 0.71 | 0.79 | 0.79 |
| BIAPX | 0.92 | 0.02 | 0.16 | 0.26 | 0.48 | 0.53 | 0.48 | 0.66 | 0.71 | 1.00 | 0.83 | 0.82 |
| VEA | 0.80 | 0.03 | 0.17 | 0.33 | 0.48 | 0.56 | 0.51 | 0.57 | 0.79 | 0.83 | 1.00 | 0.84 |
| Portfolio | 0.81 | 0.08 | 0.20 | 0.50 | 0.42 | 0.67 | 0.67 | 0.73 | 0.79 | 0.82 | 0.84 | 1.00 |