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Funds (13F)

J. Goldman & Co LP

Backtest from 16 Aug 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+15.2%
S&P 500 +14.1%
Last 12 months
+18.5%
S&P 500 +12.1%
Sharpe ratio
0.68
S&P 500 0.78
Biggest drop
−45.7%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $64.9k$57.0k
J. Goldman & Co LPS&P 500 $10,000 in J. Goldman & Co LP from 16 Aug 2013 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies J. Goldman & Co LP's quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

J. Goldman & Co LP's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+15.2%+14.1%
Total return+549%+470%
Last 12 months+18.5%+12.1%
Last 3 months−0.0%—
Last month+1.8%—
This year so far+11.8%—
Volatility a year21.4%16.0%
Sharpe ratio0.680.78
Biggest drop−45.7%−31.8%
Beta to the S&P 5001.191.00
Alpha a year (t-statistic)−0.4% (−0.14)—
Share of weeks up58%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
SIRI3.6%——
AZO2.7%——
S2.4%——
WRBY2.2%——
GO2.0%——
ROKU1.8%——
OLLI1.7%——
ITW1.7%——
MMM1.7%——
SHOO1.6%——
ZBRA1.6%——
MICC1.6%——
AMZN1.5%——
ECL1.5%——
RHLD1.4%——
FTAI1.4%——
TDY1.4%——
ANDG1.3%——
BWA1.1%——
KRMN1.1%——
COGT1.0%——
ESAB1.0%——
REG1.0%——
AEO1.0%——
FOXA0.9%——
AXON0.9%——
ASO0.9%——
URBN0.9%——
PAG0.9%——
AVY0.9%——
HWM0.9%——
CTRI0.8%——
DOV0.8%——
CTVA0.8%——
APH0.8%——
BRX0.8%——
TXN0.8%——
GNRC0.8%——
PVH0.8%——
REZI0.8%——
GNE0.8%——
GIL0.7%——
WYNN0.7%——
COMP0.7%——
AS0.7%——
WAB0.7%——
MMSI0.7%——
CGNX0.7%——
SNDA0.7%——
NPK0.6%——
AVGO0.6%——
ALSN0.6%——
EVC0.6%——
NICE0.6%——
GLNG0.6%——
RRX0.6%——
HD0.6%——
SKYW0.5%——
ETSY0.5%——
EXPD0.5%——
KSS0.5%——
MMED0.5%——
ASML0.5%——
MPC0.5%——
ALNY0.5%——
CCI0.5%——
OUT0.5%——
HLT0.5%——
CSX0.5%——
TXRH0.4%——
CAPR0.4%——
DHR0.4%——
GLOB0.4%——
STZ0.4%——
NPO0.4%——
META0.4%——
LINC0.4%——
GPC0.4%——
QCOM0.4%——
DELL0.4%——
R0.4%——
SXI0.4%——
TEX0.4%——
MATX0.4%——
PRMB0.4%——
NVDA0.4%——
MGTX0.3%——
ARDX0.3%——
AMD0.3%——
IBM0.3%——
AAP0.3%——
URGN0.3%——
UAL0.3%——
ON0.3%——
HEI0.3%——
CART0.3%——
PKG0.3%——
MAX0.3%——
MCHB0.3%——
NRGV0.3%——
ANET0.3%——
ZM0.3%——
NXPI0.3%——
LUV0.3%——
INTC0.3%——
DLO0.3%——
CCXI0.3%——
VREX0.3%——
WAT0.3%——
KMX0.3%——
VRTX0.3%——
LRCX0.3%——
AER0.2%——
NUE0.2%——
HUBG0.2%——
BIDU0.2%——
ELVN0.2%——
AXSM0.2%——
TEL0.2%——
SHAK0.2%——
PRAX0.2%——
RKT0.2%——
VC0.2%——
SE0.2%——
MAGN0.2%——
AKAM0.2%——
MCHP0.2%——
CCL0.2%——
ABG0.2%——
REGN0.2%——
MLTX0.2%——
ABEO0.2%——
LSTR0.2%——
ONL0.2%——
MTD0.2%——
KLAR0.2%——
AZ0.2%——
ORLY0.1%——
DCO0.1%——
EVGO0.1%——
SNX0.1%——
AMAT0.1%——
MNKD0.1%——
HPE0.1%——
APLD0.1%——
PSX0.1%——
GRDN0.1%——
GRAB0.1%——
TXG0.1%——
SLNH0.1%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest16 Aug 2013 to 2 Nov 2026+15.2%+14.1%0.680.78−45.7%1.19−0.4% (−0.14)
2018 onwards5 Jan 2018 to 2 Nov 2026+11.9%+13.9%0.470.66−45.7%1.20−2.9% (−0.76)
Last three years3 Nov 2023 to 2 Nov 2026+21.0%+21.8%0.931.16−23.7%1.04−0.8% (−0.15)
Last year7 Nov 2025 to 2 Nov 2026+20.8%+14.2%1.090.84−8.0%0.90+6.8% (0.69)
DateCompanyAction
21 Aug 2026XYZBought
21 Aug 2026XPEVBought
21 Aug 2026WYNNBought
21 Aug 2026WPMBought
21 Aug 2026WDCBought
21 Aug 2026WABBought
21 Aug 2026VSECBought
21 Aug 2026VRTXBought
21 Aug 2026VRRMBought
21 Aug 2026VREXBought
21 Aug 2026VICIBought
21 Aug 2026VGBought
21 Aug 2026VBought
21 Aug 2026UPSBought
21 Aug 2026UNPBought
21 Aug 2026UNCYBought
21 Aug 2026UBought
21 Aug 2026TXRHBought
21 Aug 2026TXNBought
21 Aug 2026TXGBought
21 Aug 2026TTWOBought
21 Aug 2026TRAXBought
21 Aug 2026TOSTBought
21 Aug 2026TEXBought
21 Aug 2026TERBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026XPOSold
21 Aug 2026WULFSold
21 Aug 2026WUSold
21 Aug 2026WTSold
21 Aug 2026VSXYSold
21 Aug 2026VRSNSold
21 Aug 2026VRDNSold
21 Aug 2026VIKSold
21 Aug 2026UBERSold
21 Aug 2026TSNSold
21 Aug 2026TSMSold
21 Aug 2026TSLASold
21 Aug 2026TSCOSold
21 Aug 2026TRGPSold
21 Aug 2026TGTXSold
21 Aug 2026TENBSold
21 Aug 2026TCOMSold
21 Aug 2026TAPSold
21 Aug 2026STTSold
21 Aug 2026STRZSold
21 Aug 2026SRADSold
21 Aug 2026SPOTSold
21 Aug 2026SPGISold
21 Aug 2026SPGSold
21 Aug 2026SLBSold

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest