Sorry, I’m not more familiar with them, but these reports are all built in-house, I believe. Like BAQ reports. So, whoever built this particular report may have more knowledge.
You can search for a fiscal period… can you multi-select in that search?
I just started poking around with this… there is an “Advanced Financial Reporting” module. Not sure if that would provide the ability to look at multiple periods at once, documentation (as typical) is not overly clear what all is included, etc.