NEW YORK—Goldman Sachs Group Inc. traders didn't lose any money at the end of each trading day during the first quarter, a first for the Wall Street firm, which typically loses funds on at least a handful of days in the period.

Traders raked in more than $100 million daily for 35 days and made no less than $25 million daily during the rest of the three-month period, according to a regulatory filing.

The...