by TSG | Jan 13, 2025 | 2020 GIPS Standards, GIPS, Global Investment Performance Standards, Investment Performance Guy, News, OCIO GIPS
Guidance Statement for OCIO Portfolios – TSG’s Key Takeaways and Summary Author: Jennifer Barnette, CIPM The CFA Institute has introduced a new Guidance Statement specifically for Outsourced Chief Investment Officer (OCIO) firms, providing a tailored framework...
by TSG | Sep 27, 2024 | GIPS, Global Investment Performance Standards, Investment Performance Guy, News
Author: Ashley Reeves, CIPM Important GIPS Standards Updates and New Guidance The Global Investment Performance Standards (GIPS®) continue to evolve, with several important GIPS Standards updates provided during the GIPS Standards Update session at the 28th Annual...
by TSG | Sep 25, 2024 | GIPS, Global Investment Performance Standards, Investment Performance Guy, News
Author: Jennifer Barnette, CIPM The CFA Institute’s 28th Annual Global Investment Performance Standards (GIPS) Conference was held in San Diego, CA on September 17-18. One of the highlights of attending is the chance to reconnect with colleagues, industry...
by David Spaulding | Aug 21, 2014 | GIPS standards, Investment Performance Guy, News
Several years ago I coined the “3 Cs of Performance Measurement”: Confusion, Change, and Controversy. The GIPS(R) standards are all three, and today’s post will touch on the “confusion” part, specifically the seven most confusing things...
by David Spaulding | Aug 11, 2014 | arithmetic attribution, attribution, attribution linking, benchmarks, geometric attribution, Investment Performance Guy, News, performance attribution, residuals
Not for multi-periods, but for single periods, geometric attribution has residuals! In a recent post about multi-period attribution, I mentioned that while it’s true that arithmetic attribution is “linking challenged,” resulting in residuals that...
by David Spaulding | Aug 6, 2014 | Investment Performance Guy, News
There seems to be a lot of interest in discussing multi-period performance attribution. In one of the LinkedIn groups, we’ve had quite a dialogue going on for the past few weeks, spurred by questions raised by our colleague, Kathleen Seagle. I thought I’d...
