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Funds (13F)

Gabelli Funds LLC

Backtest from 9 Aug 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+11.7%
S&P 500 +13.9%
Last 12 months
+16.1%
S&P 500 +12.1%
Sharpe ratio
0.65
S&P 500 0.77
Biggest drop
−34.4%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $55.9k$43.2k
Gabelli Funds LLCS&P 500 $10,000 in Gabelli Funds LLC from 9 Aug 2013 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Gabelli Funds LLC's quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

Gabelli Funds LLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+11.7%+13.9%
Total return+332%+459%
Last 12 months+16.1%+12.1%
Last 3 months+0.7%—
Last month+1.5%—
This year so far+11.1%—
Volatility a year16.0%16.0%
Sharpe ratio0.650.77
Biggest drop−34.4%−31.8%
Beta to the S&P 5000.931.00
Alpha a year (t-statistic)−1.1% (−0.73)—
Share of weeks up58%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
NVDA1.9%——
AME1.5%——
NEM1.4%——
MSFT1.3%——
NFG1.3%——
MA1.2%——
BNY1.2%——
NEE1.2%——
MSGS1.1%——
DE1.1%——
CR1.1%——
AMZN1.1%——
AXP1.1%——
GATX1.1%——
MLI0.9%——
LLY0.9%——
GOOGL0.9%——
RSG0.8%——
AAPL0.8%——
GE0.8%——
AVGO0.8%——
TXN0.8%——
CAT0.8%——
META0.7%——
ORLY0.7%——
GPC0.7%——
JPM0.7%——
TXT0.7%——
EVRG0.6%——
SPHR0.6%——
ITT0.6%——
SWX0.6%——
FLS0.6%——
GEV0.6%——
AEP0.6%——
CNH0.6%——
KKR0.6%——
AES0.6%——
OKE0.5%——
HRI0.5%——
CW0.5%——
CVX0.5%——
GRC0.5%——
WEC0.5%——
V0.5%——
STT0.5%——
FCX0.5%——
ASML0.5%——
WTS0.5%——
COST0.4%——
NFLX0.4%——
DCI0.4%——
TDS0.4%——
AEE0.4%——
PM0.4%——
OGE0.4%——
XYL0.4%——
TXNM0.4%——
MPC0.4%——
BATRA0.4%——
MYE0.4%——
JCI0.4%——
AMAT0.4%——
RHP0.4%——
ES0.4%——
GLW0.4%——
MU0.4%——
URI0.3%——
COP0.3%——
GGG0.3%——
PNC0.3%——
ETN0.3%——
AN0.3%——
HON0.3%——
ENB0.3%——
WFC0.3%——
HONA0.3%——
SPGI0.3%——
XEL0.3%——
ROK0.3%——
RGLD0.3%——
DUK0.3%——
MGEE0.3%——
OTTR0.3%——
PCAR0.3%——
TSLA0.3%——
GS0.3%——
MSGE0.3%——
TKR0.3%——
SO0.3%——
IEX0.3%——
LHX0.3%——
ECHO0.3%——
WM0.3%——
CRWD0.3%——
NWE0.3%——
AMD0.3%——
BKH0.3%——
TT0.3%——
MOD0.3%——
MDLZ0.3%——
B0.3%——
BA0.3%——
MRK0.3%——
HWM0.3%——
SLB0.3%——
PNW0.3%——
CCJ0.3%——
WPM0.3%——
TSAT0.3%——
MS0.3%——
D0.3%——
EGO0.3%——
DIS0.3%——
APH0.3%——
BHP0.3%——
AU0.3%——
C0.2%——
VMI0.2%——
HAL0.2%——
JNJ0.2%——
JOE0.2%——
IBKR0.2%——
DAN0.2%——
IAG0.2%——
IMKTA0.2%——
WCN0.2%——
CVCO0.2%——
ROL0.2%——
VSNT0.2%——
PAAS0.2%——
GTX0.2%——
CTS0.2%——
ASTE0.2%——
ATEX0.2%——
SHEL0.2%——
GEF0.2%——
TMUS0.2%——
GFF0.2%——
LNT0.2%——
CVS0.2%——
L0.2%——
NWN0.2%——
KMI0.2%——
AIN0.2%——
MCO0.2%——
AEM0.2%——
HSIC0.2%——
TIGO0.2%——
ISRG0.2%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest9 Aug 2013 to 2 Nov 2026+11.7%+13.9%0.650.77−34.4%0.93−1.1% (−0.73)
2018 onwards5 Jan 2018 to 2 Nov 2026+11.4%+13.9%0.530.66−34.4%0.93−1.4% (−0.66)
Last three years3 Nov 2023 to 2 Nov 2026+19.7%+21.8%1.131.16−13.9%0.74+2.3% (0.53)
Last year7 Nov 2025 to 2 Nov 2026+16.3%+14.2%1.090.84−8.5%0.56+6.1% (0.72)
DateCompanyAction
14 Aug 2026XERSBought
14 Aug 2026WSTNBought
14 Aug 2026VSXYBought
14 Aug 2026VGNTBought
14 Aug 2026UNPBought
14 Aug 2026TVTXBought
14 Aug 2026TECHBought
14 Aug 2026SNOWBought
14 Aug 2026SNABought
14 Aug 2026SEGBought
14 Aug 2026RAMPBought
14 Aug 2026PLABBought
14 Aug 2026PAYOBought
14 Aug 2026OPRABought
14 Aug 2026OGNBought
14 Aug 2026NKTRBought
14 Aug 2026MRVLBought
14 Aug 2026MNPRBought
14 Aug 2026MEDPBought
14 Aug 2026MCFTBought
14 Aug 2026LTRXBought
14 Aug 2026LMATBought
14 Aug 2026KNSABought
14 Aug 2026KMBBought
14 Aug 2026KLRABought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026WSCSold
14 Aug 2026WOOFSold
14 Aug 2026SRADSold
14 Aug 2026RXOSold
14 Aug 2026PYPLSold
14 Aug 2026MDLNSold
14 Aug 2026KEYSSold
14 Aug 2026JJSFSold
14 Aug 2026JBTMSold
14 Aug 2026INTUSold
14 Aug 2026IDXXSold
14 Aug 2026EQPTSold
14 Aug 2026EMBJSold
14 Aug 2026EMBCSold
14 Aug 2026CYABSold
14 Aug 2026CTMXSold
14 Aug 2026CRMSold
14 Aug 2026CPRISold
14 Aug 2026CHWYSold
14 Aug 2026CBTSold
14 Aug 2026BLDRSold
14 Aug 2026ACLSSold
14 Aug 2026ACCOSold
15 May 2026VSXYSold
15 May 2026UHALSold

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest