Some of the Gamo's are known to be inaccurate out of the box. My father wanted an air rifle to shoot the nuisance squirrels with instead of his Ruger 10/22.
After reading a lot of reviews, it seems that some just come out of the box and are bad. Try exchanging it for another one. Maybe you'll get one that works as it should. From what we could tell was that most of them work great, and others are lemons that shoot like yours.
My father chose to buy more equipment for his hobbies instead of an airgun so I was not able to shoot one myself. The only one I've seen shot is a Game Whisper that a guy brought to the range last year. His was very accurate at 25 yards out of the box. It was a nice little gun which is why I made the Gamo recommendation to my father when he brought the idea up.