Giverny Capital Inc. 13F holdings and portfolio analysis
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Baseline
Analysis messagesPre-generated Q&A about this fund. Use as reference context for your own analysis.
The strongest recent period was 2024-06-30 (12.84% strategy return, 9.83% benchmark, 3.01% excess, 12.80% turnover), while the weakest was 2025-06-30 (-6.93% strategy return, 4.20% benchmark, -11.13% excess, 9.79% turnover). Those periods should be read alongside baseline metrics of return 9.38%, alpha -3.32%, beta 0.97, Sharpe 0.56, Sortino 0.69, and max drawdown -41.00% to judge whether returns came from persistent exposure or a narrow timing window.
The baseline is a direct read-through of the disclosed fund portfolio. It is led by META (Meta Platforms, Inc.) 8.16%, AME 7.94%, and HEI 7.51%, with sector exposure of Financials 30.65%, Consumer Discretionary 22.17%, and Industrials 16.25%. The baseline metrics show return 9.38%, alpha -3.32%, beta 0.97, Sharpe 0.56, Sortino 0.69, and max drawdown -41.00%, so this should be treated as an equity exposure with its own concentration and timing risk rather than a neutral benchmark clone.
The latest change list shows META unchanged to 8.16%; AME unchanged to 7.94%; HEI unchanged to 7.51%. Combined with top 5 35.69%, top 10 60.74%, top 20 90.56%, that tells the user whether the baseline is becoming more concentrated or simply refreshing existing exposure. For a static page, this is the best first check before deciding whether the raw disclosed book is still acceptable.