When you set goals for yourself, it is important that they motivate you: this means making sure that they are important to you, and that there is value in achieving them. If you have little interest in the outcome, or they are irrelevant given the larger picture, then the chances of you putting in the work to make them happen are slim. Motivation is key to achieving goals.
A positive relationship between goals and performance depends on several factors. First, the goal must be considered important and the individual must be committed. Participative goal setting can help increase performance, but participation itself does not directly improve performance. Self-efficacy also enhances goal commitment. For goals to be effective, people need feedback that details their progress in relation to their goal.