Summary
GPIX
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 24.67% Volatility 16.92% Sharpe 0.69
Official loaded data — not a live quote.

GOLDMAN SACHS S&P 500 PREMIUM INCOME ETF

Symbol: GPIX

Exchange: NASDAQ

Sector: Technology

Category: Derivative Income

Inception date: 24/10/2023

Latest date: 03/06/2026

Current price: $55.61

Expense ratio: 0.29%

Assets under management
$3.7B
-0.34% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

3.54%

Ann. -38.06% (Sharpe / Sortino numerator)

Volatility

16.85%

Sharpe ratio

-2.474

VaR 95%

-1.63%

CVaR 95%: -1.66%
Max drawdown: -6.96%
Sortino ratio: -4.295
Calmar ratio: -5.47

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

8.57%

Ann. -14.96% (Sharpe / Sortino numerator)

Volatility

12.98%

Sharpe ratio

-1.432

VaR 95%

-1.45%

CVaR 95%: -1.63%
Max drawdown: -8.95%
Sortino ratio: -2.077
Calmar ratio: -1.67

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.56%

Ann. -1.79% (Sharpe / Sortino numerator)

Volatility

11.91%

Sharpe ratio

-0.456

VaR 95%

-1.39%

CVaR 95%: -1.65%
Max drawdown: -8.95%
Sortino ratio: -0.629
Calmar ratio: -0.20

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

24.67%

Ann. 15.28% (Sharpe / Sortino numerator)

Volatility

16.92%

Sharpe ratio

0.689

VaR 95%

-1.42%

CVaR 95%: -2.49%
Max drawdown: -8.95%
Sortino ratio: 0.804
Calmar ratio: 1.71

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

38.40%

Ann. 12.46% (Sharpe / Sortino numerator)

Volatility

14.83%

Sharpe ratio

0.596

VaR 95%

-1.44%

CVaR 95%: -2.21%
Max drawdown: -17.50%
Sortino ratio: 0.711
Calmar ratio: 0.71

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

72.59%

Ann. 23.48% (Sharpe / Sortino numerator)

Volatility

14.03%

Sharpe ratio

1.418

VaR 95%

-1.33%

CVaR 95%: -2.05%
Max drawdown: -17.50%
Sortino ratio: 1.708
Calmar ratio: 1.34

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.09%

Best day

2.794%

31/03/2026
Worst day

-2.165%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $55.80 $55.85 $55.55 $55.61 778,000
02/06/2026 $55.74 $55.91 $55.71 $55.88 660,900
01/06/2026 $55.72 $55.89 $55.60 $55.82 875,100
29/05/2026 $56.08 $56.19 $56.01 $56.12 833,300
28/05/2026 $55.75 $56.02 $55.66 $56.01 936,700
27/05/2026 $55.79 $55.79 $55.61 $55.75 870,300
26/05/2026 $55.70 $55.83 $55.62 $55.75 718,900
22/05/2026 $55.55 $55.63 $55.40 $55.46 741,700
21/05/2026 $54.95 $55.35 $54.92 $55.27 642,700
20/05/2026 $54.78 $55.16 $54.71 $55.16 2,249,100