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Funds (13F)

Gardner Russo & Quinn LLC

Backtest from 16 Aug 2013 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+10.8%
S&P 500 +14.1%
Last 12 months
+1.1%
S&P 500 +12.1%
Sharpe ratio
0.54
S&P 500 0.78
Biggest drop
−36.9%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 2013201520172019202120232025 $57.0k$38.6k
Gardner Russo & Quinn LLCS&P 500 $10,000 in Gardner Russo & Quinn LLC from 16 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 Gardner Russo & Quinn 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.

Gardner Russo & Quinn LLC's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+10.8%+14.1%
Total return+286%+470%
Last 12 months+1.1%+12.1%
Last 3 months+6.6%—
Last month+9.4%—
This year so far+1.0%—
Volatility a year18.5%16.0%
Sharpe ratio0.540.78
Biggest drop−36.9%−31.8%
Beta to the S&P 5000.961.00
Alpha a year (t-statistic)−2.0% (−0.71)—
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
PM22.6%——
MA21.5%——
SUNB12.2%——
NFLX11.2%——
MLM11.2%——
UBER10.1%——
DASH6.0%——
CMCSA1.5%——
V0.8%——
XOM0.7%——
MO0.3%——
CR0.3%——
MKL0.2%——
JPM0.2%——
UNP0.2%——
DOV0.1%——
GOOGL0.1%——
COST0.1%——
ABBV0.1%——
VMC0.1%——
MKC0.1%——
AXP0.1%——
MSFT0.0%——
AAPL0.0%——
PEP0.0%——
FULT0.0%——
JBTM0.0%——
ABT0.0%——
KO0.0%——
PG0.0%——
WMT0.0%——
LAMR0.0%——
FBLA0.0%——
WFC0.0%——
HRL0.0%——
OUT0.0%——
CVX0.0%——
ORCL0.0%——
UNM0.0%——
JNJ0.0%——
CAT0.0%——
MCD0.0%——
DIS0.0%——
AMZN0.0%——
MRK0.0%——

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

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest16 Aug 2013 to 2 Nov 2026+10.8%+14.1%0.540.78−36.9%0.96−2.0% (−0.71)
2018 onwards5 Jan 2018 to 2 Nov 2026+9.9%+13.9%0.420.66−36.9%0.98−2.8% (−0.72)
Last three years3 Nov 2023 to 2 Nov 2026+19.5%+21.8%1.001.16−15.4%0.71+2.9% (0.47)
Last year7 Nov 2025 to 2 Nov 2026+1.9%+14.2%−0.080.84−9.6%0.60−7.0% (−0.59)
DateCompanyAction
14 Aug 2026XOMBought
15 May 2026SUNBBought
15 May 2026MRKBought
13 Feb 2026JNJBought
13 Feb 2026IBMBought
13 Feb 2026AMZNBought
14 Nov 2025CATBought
16 May 2025RLBought
16 May 2025JBTMBought
16 May 2025HBought
16 May 2025GNRCBought
14 Feb 2025OUTBought
14 Feb 2025FBLABought
15 Nov 2024WMTBought
15 Nov 2024WFCBought
15 Nov 2024VMCBought
15 Nov 2024VBought
15 Nov 2024UNPBought
15 Nov 2024UNMBought
15 Nov 2024UBERBought
15 Nov 2024TTBought
15 Nov 2024TFCBought
15 Nov 2024PNCBought
15 Nov 2024PMBought
15 Nov 2024PGBought

Dated at the rebalance that made the change.

DateCompanyAction
14 Aug 2026GNRCSold
15 May 2026PNCSold
15 May 2026IBMSold
15 May 2026HSold
13 Feb 2026TFCSold
14 Nov 2025RLSold
15 Aug 2025MRKSold
16 May 2025MDLZSold
14 Feb 2025TTSold
14 Feb 2025DHRSold
14 Feb 2025CTVASold
14 Feb 2025CSLSold

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