Inputs, Outputs, and Effects – Geometric Method

Inputs/Outputs	Effect Name	Comments
Inputs
Fund Returns
	Base Return Fund	See Detecting Inconsistent Returns in Appendix C for details on using the Base Return Fund to identify inconsistencies in performance data.
	Local Return Fund
Index Returns
	Base Return Index	See Detecting Inconsistent Returns in Appendix C for details on using the Base Return Index to identify inconsistencies in performance data.
	Local Return Index
Weights
	Base Weight Fund
	Base Weight Index
Outputs
Fund Returns
	Base Return Fund	See Detecting Inconsistent Returns in Appendix C for details on using the Base Return Fund to identify inconsistencies in performance data.
	Cross Product Return Fund	Geometric Attribution Method analysis does not support cross product effects such as the Cross Product Return Fund effect.
	Currency Return Fund
Fund Contributions
	Base Contribution Fund
	Cross Product Contribution Fund	Geometric Attribution Method analysis does not support cross product effects such as the Cross Product Contribution Fund effect.
	Currency Contribution Fund	Geometric Attribution Method analysis does not support the Currency Contribution Fund effect.
	Local Contribution Fund
Index Returns
	Base Return Index	See Detecting Inconsistent Returns in Appendix C for details on using the Base Return Index to identify inconsistencies in performance data.
	Cross Product Return Index	Geometric Attribution Method analysis does not support cross product effects such as the Cross Product Return Index effect.
	Currency Return Index
Index Contributions
	Base Contribution Index
	Cross Product Contribution Index	Geometric Attribution Method analysis does not support cross product effects such as the Cross Product Contribution Index effect.
	Currency Contribution Index	Geometric Attribution Method analysis does not support the Currency Contribution Index effect.
	Local Contribution Index
Relative Returns
	Base Return Difference
	Base Return Fund In-Out Difference	See Detecting Inconsistent Returns in Appendix C for details on using the Base Return Fund In-Out Difference and Base Return Index In-Out Difference to identify inconsistencies in performance data.
	Base Return Index In-Out Difference	See Detecting Inconsistent Returns in Appendix C for details on using the Base Return Fund In-Out Difference and Base Return Index In-Out Difference to identify inconsistencies in performance data.
	Cross Product Return Difference	Geometric Attribution Method analysis does not support cross product effects such as the Cross Product Return Difference effect.
	Currency Return Difference
	Local Return Difference
Attribution Effects		These options display the effects before the smoothing algorithm, if used, is applied. Geometric Attribution Method analysis does not use smoothing.
	Allocation
	Allocation Interaction	Geometric Attribution Method analysis does not support interaction effects. If you select this effect, it calculates an Allocation Interaction effect that has the same value as the Allocation effect.
	Cross Product Effect	Geometric Attribution Method analysis does not support cross product effects such as the Cross Product effect.
	Currency Effect	For Geometric Attribution Method analysis, the Currency effect is available only at the Total level when multicurrency analysis is in effect. The analysis becomes multicurrency based on the return inputs defined for the field group (rather than by inspecting the actual return values in the performance data). The system calculates the Currency effect if either: The field attribute input for Base Return Fund differs from the field attribute input for Local Return Fund. The field attribute input for Base Return Index differs from the field attribute input for Local Return Index.
	Interaction	Geometric Attribution Method analysis does not support the Interaction effect.
	Local Total Attributed	You can use the Local Total Attributed effect for Geometric Attribution Method analysis only. This effect does not apply to Carino or Menchero analyses.
	Selection
	Selection Interaction	Geometric Attribution Method analysis does not support interaction effects. If you select this effect, it calculates a Selection Interaction effect that has the same value as the Selection effect.
	Total Attributed	For Geometric Attribution Method analysis, the Total Attributed effect is available only at the Total level when multicurrency analysis is in effect. It has the same value as the Smoothed Total Attributed effect. If your Local Return and Base Return inputs: Differ, the Currency effect is available, and the Total Attributed effect is shown only at the total level when you run multicurrency analysis. Match, the Currency effect is zero. The Total Attributed effect is the same as the Local Total Attributed effect. The Total Attributed effect is shown only at all levels when you run single currency analysis. You can always show the Local field at all levels.
Smoothed Attribution Effects		For the Geometric Attribution Method, these options do not apply a smoothing algorithm — they provide results identical to those of the corresponding non smoothed effects.
	Smoothed Allocation
	Smoothed Allocation Interaction	Geometric Attribution Method analysis does not support interaction effects. If you select this effect, it calculates a Smoothed Allocation Interaction effect that has the same value as the Smoothed Allocation effect.
	Smoothed Cross Product Effect	Geometric Attribution Method analysis does not support cross product effects such as the Smoothed Cross Product effect.
	Smoothed Currency Effect	For Geometric Attribution Method analysis, the Smoothed Currency effect is available only at the Total level when multicurrency analysis is in effect.
	Smoothed Fund Base Contribution
	Smoothed Index Base Contribution
	Smoothed Interaction	Geometric Attribution Method analysis does not support interaction effects such as the Smoothed Interaction effect.
	Smoothed Local Total Attributed	You can use the Smoothed Local Total Attributed effect for Geometric Attribution Method analysis only. This effect does not apply to Carino or Menchero analyses.
	Smoothed Selection
	Smoothed Selection Interaction	Geometric Attribution Method analysis does not support interaction effects. If you select this effect, it calculates a Smoothed Selection Interaction effect that has the same value as the Smoothed Selection effect.
	Smoothed Total Attributed	For Geometric Attribution Method analysis, the Smoothed Total Attributed effect matches the Total Attributed effect.
Weights
	Average Base Weight Difference
	Average Base Weight Fund
	Average Base Weight Index
	Base Weight Difference