A good staple prepared food like pellets should form the backbone of any fishes diet and that includes goldfish.  There are other things you can and should feed them as well.

Goldfish are omnivores and require a fairly well balanced diet.  About 40% protein, 25% fat and 35% carbohydrate.  These should come from a variety of sources to give a proper balance of vitamins, minerals and micro nutrients.

Most any vegetable is good goldfish food assuming you soften it enough for the fish.  Green veggies are particularly good.

Sugars are not really needed in a fishes diet and can basically be ignored.  They are biologically cheap energy, but the fish will get all the quick energy it needs from the carbohydrates in the veggies.

As for fats and proteins, the best source is from things that grow in freshwater.  Cold blooded animals need and store different amino acids than warm blooded animals and therefore things such as insect larvae, aquatic crustaceans and freshwater fish will offer your goldfish the best balance of fats, proteins and amino acids.  Beef, chicken and pork should all be avoided if possible in favor of the more digestible and better balanced sources of proteins.