What return methodologies does this skill support?

It supports both Time-Weighted Returns (TWR) for evaluating manager skill and Money-Weighted Returns (MWR/IRR) to reflect the actual investor experience, including cash flows.

How does it handle attribution analysis?

It uses Brinson attribution to decompose performance into allocation effects (sector weighting) and selection effects (specific security picking) to explain why a portfolio performed as it did.

Does it provide risk analysis beyond simple returns?

Absolutely. It generates comprehensive risk metrics including Value at Risk (VaR), Maximum Drawdown, beta relative to benchmarks, and rolling volatility charts.

Can it help with GIPS compliance?

Yes, the skill follows Global Investment Performance Standards (GIPS) principles, emphasizing fair representation, full disclosure, and standardized presentation.

Performance Reporting

Name: Performance Reporting
Author: JoelLewis

byJoelLewis

•

Analíticas y Monitorización

Generates professional investment portfolio performance reports with benchmark comparisons, risk metrics, and attribution analysis.

The Performance Reporting skill equips Claude to create sophisticated investment reports that bridge the gap between complex quantitative data and clear client communication. It facilitates the calculation of multi-period returns (MTD, YTD, Annualized), benchmark comparisons including Alpha and Tracking Error, and detailed risk dashboards featuring Sharpe ratios and Drawdown analysis. Whether you need GIPS-compliant disclosures, Brinson attribution to explain return drivers, or goal-based progress tracking using Monte Carlo simulations, this skill provides the domain-specific logic required for high-stakes financial reporting.

Características Principales

01Detailed risk dashboards including VaR, volatility, and rolling Sharpe ratios

02Goal-progress tracking with probability of success and funded ratios

0318 GitHub stars

04Brinson attribution for analyzing allocation and selection effects

05Comprehensive return reporting (TWR, MWR, and annualized figures)

06Advanced benchmark comparison and active return (Alpha) analysis

Casos de Uso

01Creating risk-return dashboards for institutional or private wealth monitoring

02Automating the generation of quarterly client performance summaries and commentaries

03Performing deep-dive attribution analysis to identify drivers of portfolio outperformance

What are Skills?·How to Install

Install with 🐟 Skill.Fish

npx skillfish add joellewis/finance_skills performance-reporting

For use in Claude.ai and ChatGPT

Download Skill