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GPIQ Goldman Sachs Nasdaq-100 Premium Income ETF

ETF

55.21 Close 10/23
Since 2024-11-22 +38.1%

Price and fund-flow snapshot

As of 2026-10-23

Momentum: Good; Risk / liquidity: Weak.

Momentum Good All 2 indicators are Good.
60-day return (%) 2.69 79th percentile Good
240-day return (%) 15.98 72th percentile Good
Risk / liquidity Weak Distance from peak is Good, but 20-day dollar volume is Lagging.
60-day annualized volatility (%) 14.51 53th percentile Average
Distance from peak (%) -5.88 55th percentile Good
20-day dollar volume 105,066,801 10th percentile Lagging
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Goldman Sachs Nasdaq-100 Premium Income ETF (GPIQ) peers and tracking

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Goldman Sachs Nasdaq-100 Premium Income ETF (GPIQ) quant signal backtests

Holding-period returns in its own history

Since 2023-10-27, 99.4% of 498 one-year holding periods ended with a gain; the median one-year return was +22.1%.

A holding period starts on every trading day, so periods overlap; they describe the historical distribution rather than independent outcomes.

More history: Signals not active now

Signals not active now

Inactive signals still show this ETF’s historical forward-return distribution for context.

52-week adjusted-price high

Pending

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

8 times historically; 60-day forward avg +0.37%, win rate 42.9%, beating the market by +0.91 pts on average.

20% below its peak

Pending

Adjusted close first falls 20% or more below its highest level so far; repeated hits within 20 days count once.

Back above the 200-day average

Pending

Adjusted close crosses from below to above its 200-day moving average; repeated crosses within 20 days count once.

Top-quintile 6-month momentum

Pending

The ETF ranks in the top 20% of liquid US-listed ETFs by 126-day adjusted return.

6 times historically; 60-day forward avg -0.94%, win rate 40%, beating the market by -0.92 pts on average.

Method and limits

  • Returns use us_fund_price:adj_close (finlab data.set_market('us_fund')), adjusted for splits and for distributions where the data includes them.
  • Excess returns use world_index:^GSPC, the S&P 500 price index without dividends, as the benchmark.
  • Percentiles and the 6-month momentum signal compare against the most liquid US-listed ETFs by 20-day dollar volume; mutual funds are excluded.
  • Category labels come from the fund data where it provides one (bond, income, crypto) and from the fund name for leveraged, inverse and commodity ETFs.
  • Overlapping event windows are descriptive distributions, not independent samples.

This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.