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Funds (13F)

GAMCO Investors, Inc. Et Al

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
+18.9%
S&P 500 +12.1%
Sharpe ratio
0.58
S&P 500 0.77
Biggest drop
−38.2%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $55.9k$43.0k
GAMCO Investors, Inc. Et AlS&P 500 $10,000 in GAMCO Investors, Inc. Et Al 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 GAMCO Investors, Inc. Et Al'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.

GAMCO Investors, Inc. Et Al's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+11.7%+13.9%
Total return+330%+459%
Last 12 months+18.9%+12.1%
Last 3 months−2.5%—
Last month+0.2%—
This year so far+13.0%—
Volatility a year18.5%16.0%
Sharpe ratio0.580.77
Biggest drop−38.2%−31.8%
Beta to the S&P 5001.031.00
Alpha a year (t-statistic)−1.9% (−0.84)—
Share of weeks up57%—

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
MSGS2.4%——
CR2.2%——
MLI1.9%——
GATX1.9%——
WTS1.6%——
BNY1.4%——
HRI1.4%——
SPHR1.3%——
AME1.3%——
AXP1.3%——
MOD1.3%——
BATRA1.2%——
MYE1.2%——
TXT1.2%——
RHP1.1%——
NPO1.1%——
NFG1.1%——
RSG0.9%——
CW0.9%——
TSAT0.9%——
CNH0.8%——
ODC0.8%——
DCO0.8%——
FLS0.8%——
STT0.8%——
CTS0.8%——
PAG0.7%——
ATI0.7%——
NVDA0.7%——
SWX0.7%——
ASTE0.7%——
MWA0.7%——
GTX0.6%——
TNC0.6%——
DE0.6%——
AN0.6%——
SBGI0.6%——
TDS0.6%——
ROK0.6%——
ROL0.6%——
MTRN0.5%——
JPM0.5%——
GPC0.5%——
AIN0.5%——
GRC0.5%——
GGG0.5%——
CVCO0.5%——
ITT0.5%——
MSGE0.5%——
GFF0.5%——
IMKTA0.5%——
TG0.5%——
JCI0.5%——
PKOH0.5%——
AAP0.5%——
MNRO0.5%——
NEM0.5%——
ORLY0.5%——
LYV0.5%——
HEI0.4%——
FCX0.4%——
ENR0.4%——
ATEX0.4%——
INVX0.4%——
TXNM0.4%——
STRT0.4%——
VSNT0.4%——
MATW0.4%——
FSS0.4%——
FSTR0.4%——
GLW0.4%——
TIGO0.4%——
MSFT0.4%——
WFC0.4%——
SMP0.4%——
XYL0.4%——
TWIN0.4%——
SXT0.4%——
URI0.4%——
IEX0.3%——
TXN0.3%——
AAPL0.3%——
TRN0.3%——
FELE0.3%——
VMI0.3%——
LLY0.3%——
CZR0.3%——
AIR0.3%——
PNC0.3%——
DAN0.3%——
GEF0.3%——
HSIC0.3%——
SMG0.3%——
AD0.3%——
ROG0.3%——
JOE0.3%——
WWD0.3%——
DIS0.3%——
META0.3%——
SPB0.3%——
WM0.3%——
AMZN0.3%——
KKR0.3%——
NATH0.3%——
AVGO0.3%——
HY0.3%——
GHM0.3%——
MANU0.3%——
CNS0.3%——
MDLZ0.3%——
SXI0.3%——
PKE0.3%——
VICI0.3%——
AVA0.3%——
NTRS0.3%——
HON0.3%——
HONA0.3%——
HXL0.3%——
GE0.3%——
BAC0.3%——
BA0.3%——
DCI0.3%——
CAKE0.3%——
EVRG0.3%——
TSLA0.2%——
KO0.2%——
OTTR0.2%——
LECO0.2%——
EPC0.2%——
FUL0.2%——
AP0.2%——
BWA0.2%——
MS0.2%——
NXST0.2%——
ECHO0.2%——
MCS0.2%——
JNJ0.2%——
NEE0.2%——
CHDN0.2%——
POST0.2%——
MPTI0.2%——
JOUT0.2%——
ZBH0.2%——
AES0.2%——
NWE0.2%——
SJM0.2%——
MTX0.2%——
OPLN0.2%——
GOOGL0.2%——
AQN0.2%——

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%0.580.77−38.2%1.03−1.9% (−0.84)
2018 onwards5 Jan 2018 to 2 Nov 2026+11.1%+13.9%0.480.66−38.2%1.02−2.2% (−0.68)
Last three years3 Nov 2023 to 2 Nov 2026+19.9%+21.8%0.951.16−17.7%0.83+1.3% (0.22)
Last year7 Nov 2025 to 2 Nov 2026+19.1%+14.2%1.050.84−10.2%0.59+8.5% (0.72)
DateCompanyAction
14 Aug 2026VSXYBought
14 Aug 2026VSTBought
14 Aug 2026VGNTBought
14 Aug 2026TECHBought
14 Aug 2026SWKSBought
14 Aug 2026SUNBBought
14 Aug 2026SPGBought
14 Aug 2026SNDKBought
14 Aug 2026RAMPBought
14 Aug 2026PSNBought
14 Aug 2026PAYOBought
14 Aug 2026OPRABought
14 Aug 2026ONBought
14 Aug 2026OGNBought
14 Aug 2026NNBought
14 Aug 2026MUBought
14 Aug 2026MTCHBought
14 Aug 2026MGEEBought
14 Aug 2026MCFTBought
14 Aug 2026LINBought
14 Aug 2026KRGBought
14 Aug 2026HONABought
14 Aug 2026HONBought
14 Aug 2026HLTBought
14 Aug 2026FSMBought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026WYSold
14 Aug 2026WSBFSold
14 Aug 2026VTRSold
14 Aug 2026VPGSold
14 Aug 2026VNTSold
14 Aug 2026VCELSold
14 Aug 2026UBSISold
14 Aug 2026TICSold
14 Aug 2026RMBISold
14 Aug 2026QCOMSold
14 Aug 2026PPLSold
14 Aug 2026PDLBSold
14 Aug 2026OTISSold
14 Aug 2026OSBCSold
14 Aug 2026NICSold
14 Aug 2026NECBSold
14 Aug 2026MOSold
14 Aug 2026MCSold
14 Aug 2026KTOSSold
14 Aug 2026ITGRSold
14 Aug 2026INTUSold
14 Aug 2026INDBSold
14 Aug 2026ICHRSold
14 Aug 2026ICESold
14 Aug 2026HYNESold

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