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The Meb Faber Show

Inside Goldman Sachs’ Alternatives Playbook (w/ Kristin Olson) | #621

41 min episode · 2 min read
·
Kristin Olson

Episode

41 min

Read time

2 min

Topics

Personal Finance, Investing, Fundraising & VC

AI-Generated Summary

Key Takeaways

  • Manager Selection in Private Equity: Top two quartile private equity managers have outperformed global equity markets by 600+ basis points over the past five years, while the average manager barely outperformed. With 12,000–13,000 sponsor-backed private companies and hundreds of funds, Goldman's external investing group meets roughly 700 managers annually to select fewer than 10 for core portfolios.
  • Evergreen Vehicle Risk: Semi-liquid perpetual alternative vehicles offer stated quarterly redemptions subject to 5% gates, but investors should treat these as fully illiquid. Gates activate precisely when sentiment turns negative and redemption demand peaks — meaning capital is least accessible when investors most want it. Entering these structures with a long-term, no-liquidity mindset is the correct posture.
  • Secondaries as a Cycle-Specific Opportunity: Private equity holding periods have extended from a typical three-to-five years to roughly seven years, creating a structural liquidity gap. Secondary funds step in to purchase these stranded assets, often at discounts. This dynamic has driven secondary fund fundraising and deployment sharply higher, making secondaries a fit-for-purpose strategy in the current environment.
  • Infrastructure as Inflation-Resilient Diversifier: Infrastructure assets carry long-term contracts with inflation-escalation clauses, low GDP correlation, and essential-service characteristics. AI-driven demand for data centers and power infrastructure adds a growth layer on top of traditional defensive attributes, making the asset class a dual-purpose allocation for both downside protection and participation in technology buildout.
  • Alternatives as a Behavioral Guardrail: A moderate ultra-high-net-worth portfolio at Goldman targets roughly 27% in alternatives. Beyond return diversification, illiquid allocations structurally prevent panic selling during drawdowns — forcing capital deployment when sentiment is worst, which historically coincides with the best entry points. The illiquidity itself functions as a portfolio construction feature, not merely a constraint.

What It Covers

Kristin Olson, Goldman Sachs' global head of alternatives for wealth, outlines how the $600B+ alternatives platform approaches private equity, private credit, hedge funds, and infrastructure — and why individual investors are increasingly accessing asset classes once reserved exclusively for institutional allocators.

Key Questions Answered

  • Manager Selection in Private Equity: Top two quartile private equity managers have outperformed global equity markets by 600+ basis points over the past five years, while the average manager barely outperformed. With 12,000–13,000 sponsor-backed private companies and hundreds of funds, Goldman's external investing group meets roughly 700 managers annually to select fewer than 10 for core portfolios.
  • Evergreen Vehicle Risk: Semi-liquid perpetual alternative vehicles offer stated quarterly redemptions subject to 5% gates, but investors should treat these as fully illiquid. Gates activate precisely when sentiment turns negative and redemption demand peaks — meaning capital is least accessible when investors most want it. Entering these structures with a long-term, no-liquidity mindset is the correct posture.
  • Secondaries as a Cycle-Specific Opportunity: Private equity holding periods have extended from a typical three-to-five years to roughly seven years, creating a structural liquidity gap. Secondary funds step in to purchase these stranded assets, often at discounts. This dynamic has driven secondary fund fundraising and deployment sharply higher, making secondaries a fit-for-purpose strategy in the current environment.
  • Infrastructure as Inflation-Resilient Diversifier: Infrastructure assets carry long-term contracts with inflation-escalation clauses, low GDP correlation, and essential-service characteristics. AI-driven demand for data centers and power infrastructure adds a growth layer on top of traditional defensive attributes, making the asset class a dual-purpose allocation for both downside protection and participation in technology buildout.
  • Alternatives as a Behavioral Guardrail: A moderate ultra-high-net-worth portfolio at Goldman targets roughly 27% in alternatives. Beyond return diversification, illiquid allocations structurally prevent panic selling during drawdowns — forcing capital deployment when sentiment is worst, which historically coincides with the best entry points. The illiquidity itself functions as a portfolio construction feature, not merely a constraint.

Notable Moment

Olson noted that Goldman's 400-person external investing team meets nearly 700 alternative managers annually just to build a final portfolio of fewer than 10. The ratio underscores how inaccessible genuine manager-selection infrastructure is for individual investors attempting to replicate institutional-quality alternatives exposure independently.

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Episode Transcript

Welcome to the Meb Faber show, where the focus is on helping you grow and preserve your wealth. Join us as we discuss the craft of investing and uncover new and profitable ideas, all to help you grow wealthier and wiser. Better investing starts here. Matt Faber is the cofounder and chief investment officer at Cambria Investment Management. Due to industry regulations, he will not discuss any of Cambria's funds on this podcast. All opinions expressed by podcast participants are solely their own opinions and do not the opinion of Cambria Investment Management or its affiliates. For more information, visit cambriainvestments.com. Markets don't always move in one direction, and macro regimes rarely repeat. Investors may remember 2020 when the market experienced one of the fastest deflationary shocks ever recorded. Fast forward two years to 2022, and advisers navigated a rapid inflationary cycle with unprecedented hiking of rates. Traditional portfolios likely failed to diversify. The challenge isn't predicting what's next. It's preparing for whatever the market may throw your way. Join the Alpha Architect team live on March 26 to explore how trend following exposures like the Alpha Architect high inflation and deflation ETF, ticker symbol Hyde, h I d e, may help build more robust evidence based portfolios. Use the link in the show notes to register. Welcome back, everybody. Today's guest is Kristen Olson. Kristin is global head of alternatives for wealth at Goldman Sachs, was named to the firm's management committee earlier this year. In her role, she oversees the global alternatives platform and alternatives product strategy across wealth client businesses. And last year, she was named one of the 100 most influential women in US finance by Barron's. She started her career at Goldman in 1998. Kristen, welcome to the show. Thank you. Thanks for having me, ma'am. '98. That was a party. Tell me, you remember what it was like starting back at Goldman in the the peak of the the boom times? Was it all just champagne and caviar and, you know Yep. Exactly. Caviar was Well, as a lowly analyst in 1998, it was basically a lot of time spent in '85 broad starting out in investment banking in our financial institutions group. But, you know, but fun to start at the firm when it was still, a private company, you know, pre IPO, and, incredible learning experience starting off in our investment banking franchise. We've had, I don't know, two, three, four, five people from Goldman on the show over the years, and I feel like I meet more lifers at Goldman than just about anywhere. Like, they put Chardonnay in the water fountains or something. What what is it about Goldman that, you know, has kept you there for a a rare in in this day and age, a rare a rare lifer? Like, it's like, we do have a lot of tenure and a lot of a lot of lifers at Goldman Sachs. I mean, look. I think it all comes …

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