Every return, every attribution, every GIPS disclosure — clickable to the source transaction.
Performance computes percentage returns (TWR, MWR) and dollar P&L across every account, every security, and every standard period — gross and net of fees, local and base currency. The GIPS 2020 sub-module produces fully compliant composite presentations with all §1.A disclosures, 3-year annualized standard deviation, composite dispersion, and daily NAV series with HWM-based performance-fee accruals. Every number is traceable to the position and the day it was computed.
7 reports in this category. Every cell is clickable to the source row.
What is my time-weighted return for any period — daily through since-inception?
Daily geometric linking of holding-period returns neutralizes cash-flow timing and isolates manager skill. Computed gross and net of fees, in local and base currency, for portfolio, account, and security — across daily, WTD, MTD, QTD, YTD, 1Y, 3Y, 5Y, and since-inception, with a growth-of-$1 series.
What did the actual investor experience — including flow timing?
Money-weighted return capturing the real investor path. Correct measure for funds with lumpy subscriptions and redemptions, capital-call vehicles, and any investor-level reporting where cash-flow timing matters.
How many dollars did each position contribute this period?
Portfolio- and position-level P&L decomposed into price, income, FX, realized, and total. Top and bottom contributors ranked by dollar impact, with a daily P&L time series for the whole book.
Did allocation or security selection drive excess return?
Brinson-Hood-Beebower decomposition of portfolio return versus benchmark into allocation, selection, and interaction effects at segment level. Supports sector, industry, country, currency, asset class, or any custom classification. Multi-period linking via Cariño.
Can I hand an auditor a GIPS-compliant composite table?
Full GIPS 2020 §1.A presentation — annual gross and net returns, benchmark returns, internal dispersion, 3-year ex-post standard deviation (portfolio and benchmark), number of portfolios, composite assets, firm assets, valuation policies, fee schedule, and the compliance statement.
What are my headline GIPS stats today?
3-year annualized standard deviation per §1.A.12, composite dispersion for multi-portfolio composites, maximum drawdown on daily net NAV, Sharpe ratio over the risk-free rate, CAGR, and inception-to-date return — all refreshing with every new price.
Where did the return actually come from — at the position level?
Position-month decomposition into price, income, FX, and expense-drag components. Each row annotated with the specific GIPS 2020 provision reference (§2.A.6 TWR, §2.A.7 dividends, §2.A.9 accrual accounting, §2.A.41 alternative valuations) so auditors see the standard cited next to the number.