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Geometric Attribution Method Single Currency Analysis

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Created by Tom Fahey, last modified on Nov 05, 2019

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This section describes how to set up a single currency report that uses Brinson-Fachler analysis when you specify the Geometric Attribution Method. This report example, calculated using base returns, uses Allocation and Selection effects to explain the excess return.

For more information about the Geometric Attribution Method, see:

Geometric Attribution Method, for an overview of this approach.
Brinson-Fachler Effects for the Geometric Attribution Method for formulas associated with the Geometric Attribution Method.
Geometric Attribution Method Multicurrency Analysis.

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