Assess manager performance with stochastic modeling to separate luck from skill, using cost assumptions for a true net-of-fees view.
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Features
Greenlock
In-house resources
Automation of data readingfrom banks
auto
manual
Standardized reporting
auto
manual
Personalized reporting for beneficiary
Ability to dynamically add/edit various report modules (risk, returns, fees, benchmarks, etc.)
Reporting froman independent party
Reporting automation (via WA)
Inclusion of non-bank assetsin the report
Features
Morningstar,
Refinitiv, etc.
In-house team
Greenlock
Historical pricing for non-public strategies
Historical pricing for non-public strategies
manual
manual
auto
Automatically ingest historical performance data from banks, custodians, and hedge funds for mandate-specific analysis.
Calculation of the “real” benchmark
Calculation of the “real” benchmark
We construct custom benchmarks that reflect the mandate’s true style, region, and risk—so you’re not comparing apples to oranges.
Compatibility with current reporting
Compatibility with current reporting
Fully integrates with your existing reports and dashboards—no need to restructure data flows or systems.
Impact of investor-specific fees on returns
Impact of investor-specific fees on returns
Returns are adjusted for your specific costs, such as brokerage and custody, to show the true net performance.
Compare multiple benchmarks at once
Compare multiple benchmarks at once
Easily adjust benchmark assumptions to stress-test scenarios or evaluate alternative strategies.
Reporting automation
Reporting automation
Results and insights are delivered automatically via your preferred channel—no portals, no manual requests.
Most investors rely on the version of performance provided to them—often self-selected, fee-obscured, and benchmarked on favorable terms. At Greenlock, we provide an independent audit of results, using objective, strategy-specific benchmarks and true net-of-fee calculations. It’s not about stories—it’s about what the numbers actually say.
The line between luck and skill isn’t always obvious—but it’s critical. We use stochastic modeling to analyze performance over time and in context, separating repeatable skill from market-driven randomness. We don’t punish luck or reward timing—we measure true decision-making value. Because real oversight doesn’t rely on impressions, it relies on probabilities.
Headline returns mean little without knowing what they cost. We measure true manager contribution after all layers of fees, including custody, structuring, and execution. The result: a clear net-value score that shows whether your manager is adding alpha—or just billing for it.
Complexity often creates the illusion of control—but too much of it hides inefficiency. We apply portfolio diagnostics to quantify diversification, assess overlap, and identify blind spots. You’ll see exactly what’s working, what’s noise, and where complexity is costing more than it delivers.
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