Congress: members
Bob Gibbs
Backtest from 9 Apr 2015 to 2 Nov 2026 · weekly · hypothetical
- Return a year
- +15.2% S&P 500 +13.6%
- Last 12 months
- +18.2% S&P 500 +12.1%
- Sharpe ratio
- 0.79 S&P 500 0.72
- Biggest drop
- −33.6% S&P 500 −31.8%
About
Mirrors the disclosed stock holdings of Rep. Bob Gibbs (Republican, OH) and family. It buys on the first trading day after each report is filed, sized by the middle of the value band reported, starts from the holdings listed in the member's annual disclosure report once that report is public, and holds each position until a sale is reported. Call options count as the stock until they expire. Members often report weeks or months late, so this is what a follower could actually have done.
Key statistics
| Measure | Strategy | S&P 500 |
|---|---|---|
| Return a year (compound) | +15.2% | +13.6% |
| Total return | +416% | +338% |
| Last 12 months | +18.2% | +12.1% |
| Last 3 months | −1.1% | — |
| Last month | −3.3% | — |
| This year so far | +15.5% | — |
| Volatility a year | 16.9% | 16.6% |
| Sharpe ratio | 0.79 | 0.72 |
| Biggest drop | −33.6% | −31.8% |
| Beta to the S&P 500 | 0.96 | 1.00 |
| Alpha a year (t-statistic) | +2.0% (1.14) | — |
| Share of weeks up | 59% | — |
Insights
| Company | Weight | Held since | Return since |
|---|---|---|---|
| AAPL | 22.0% | 12 Dec 2017 | +740.5% |
| CAT | 15.9% | 22 Apr 2015 | +855.9% |
| MSFT | 7.9% | 25 Apr 2018 | +510.3% |
| NSC | 6.3% | 28 Jun 2016 | +419.8% |
| ABBV | 4.7% | 28 Jun 2016 | +636.5% |
| GOOGL | 4.0% | 28 Jun 2016 | +727.7% |
| MA | 4.0% | 23 Dec 2015 | +613.2% |
| LLY | 3.8% | 28 Jun 2016 | +2101.0% |
| BRK.B | 3.4% | 28 Jun 2016 | +296.0% |
| UNP | 2.5% | 7 Feb 2017 | +253.4% |
| EMR | 2.3% | 28 Jun 2016 | +333.5% |
| VZ | 2.2% | 28 Jun 2016 | +44.4% |
| NTAP | 2.1% | 3 Jan 2017 | +574.7% |
| TT | 2.0% | 5 Aug 2021 | +125.7% |
| V | 1.9% | 22 Jun 2015 | +567.2% |
| JNJ | 1.6% | 5 Aug 2020 | +115.7% |
| TKR | 1.6% | 28 Jun 2016 | +372.9% |
| ENB | 1.5% | 14 May 2018 | +142.2% |
| NLY | 1.3% | 26 Mar 2019 | +23.1% |
| HON | 1.1% | 11 Sept 2017 | +104.4% |
| RPM | 1.1% | 28 Jun 2016 | +180.1% |
| PAYX | 0.9% | 28 Jun 2016 | +189.5% |
| ABT | 0.8% | 28 Jun 2016 | +258.4% |
| XOM | 0.8% | 15 Nov 2021 | +230.4% |
| TGT | 0.7% | 7 Jan 2022 | −20.2% |
| T | 0.7% | 6 May 2019 | +54.9% |
| IBM | 0.5% | 19 Feb 2021 | +179.1% |
| MRK | 0.5% | 29 Nov 2021 | +131.4% |
| OKE | 0.5% | 28 Jun 2016 | +274.7% |
| BAC | 0.3% | 28 Jun 2016 | +394.6% |
| OGS | 0.3% | 11 May 2015 | +164.3% |
| BX | 0.3% | 19 Jun 2019 | +248.8% |
| STM | 0.2% | 22 Apr 2022 | +31.6% |
| BA | 0.2% | 19 Jun 2019 | −51.6% |
| DD | 0.2% | 28 Jun 2016 | +103.2% |
| BXMT | 0.1% | 19 Jun 2019 | −33.8% |
| Period | Return a year | S&P 500 | Sharpe | S&P 500 | Biggest drop | Beta | Alpha (t) |
|---|---|---|---|---|---|---|---|
| Whole backtest9 Apr 2015 to 2 Nov 2026 | +15.2% | +13.6% | 0.79 | 0.72 | −33.6% | 0.96 | +2.0% (1.14) |
| 2018 onwards5 Jan 2018 to 2 Nov 2026 | +15.1% | +13.9% | 0.71 | 0.66 | −33.6% | 0.95 | +1.6% (0.79) |
| Last three years3 Nov 2023 to 2 Nov 2026 | +23.6% | +21.8% | 1.33 | 1.16 | −15.9% | 0.81 | +4.5% (1.11) |
| Last year7 Nov 2025 to 2 Nov 2026 | +19.5% | +14.2% | 1.32 | 0.84 | −7.6% | 0.56 | +8.8% (1.01) |
| Date | Company | Action |
|---|---|---|
| 28 Jun 2022 | F | Bought |
| 22 Apr 2022 | STM | Bought |
| 7 Jan 2022 | TGT | Bought |
| 29 Nov 2021 | MRK | Bought |
| 22 Nov 2021 | QS | Bought |
| 15 Nov 2021 | XOM | Bought |
| 5 Aug 2021 | TT | Bought |
| 1 Jun 2021 | STM | Bought |
| 19 Feb 2021 | IBM | Bought |
| 5 Aug 2020 | JNJ | Bought |
| 5 Aug 2020 | F | Bought |
| 5 Aug 2020 | CTVA | Bought |
| 14 Jan 2020 | ORCL | Bought |
| 23 Dec 2019 | NEO | Bought |
| 27 Nov 2019 | BRKR | Bought |
| 7 Nov 2019 | MRVL | Bought |
| 19 Jun 2019 | BXMT | Bought |
| 19 Jun 2019 | BX | Bought |
| 19 Jun 2019 | BA | Bought |
| 6 May 2019 | T | Bought |
| 26 Mar 2019 | NLY | Bought |
| 4 Sept 2018 | NLY | Bought |
| 29 May 2018 | NLY | Bought |
| 14 May 2018 | ENB | Bought |
| 14 May 2018 | CC | Bought |
| Date | Company | Action |
|---|---|---|
| 23 Dec 2022 | MDT | Sold |
| 23 Dec 2022 | INTC | Sold |
| 1 Nov 2022 | F | Sold |
| 29 Nov 2021 | STM | Sold |
| 29 Nov 2021 | QS | Sold |
| 22 Nov 2021 | MRVL | Sold |
| 15 Nov 2021 | NEO | Sold |
| 5 Aug 2021 | F | Sold |
| 1 Jun 2021 | IR | Sold |
| 1 Jun 2021 | CTVA | Sold |
| 1 Jun 2021 | AEP | Sold |
| 28 Dec 2020 | BRKR | Sold |
| 23 Nov 2020 | PFE | Sold |
| 29 Sept 2020 | ORCL | Sold |
| 5 Aug 2020 | CC | Sold |
| 3 Feb 2020 | MPC | Sold |
| 14 Jan 2020 | SJM | Sold |
| 7 Jan 2020 | XOM | Sold |
| 7 Nov 2019 | F | Sold |
| 6 May 2019 | JNJ | Sold |
| 6 May 2019 | BA | Sold |
| 20 Sept 2018 | NLY | Sold |
| 5 Jul 2018 | NLY | Sold |
| 29 May 2018 | T | Sold |
| 25 Apr 2018 | KO | Sold |