Geometric Return Calculator
Calculate the geometric mean (compound average) return for multi-period investments.
Period Returns
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Formula: [(1+R1)(1+R2)...(1+Rn)]^(1/n) - 1
Geometric Mean Return
+6.27%
Per period average (compound)
Arithmetic Mean
+6.40%
Total Return
+35.52%
Statistical Analysis
Volatility (Std Dev)5.24%
Volatility Drag0.13%
Best Period+12.00%
Worst Period-3.00%
Geometric vs Arithmetic
The geometric mean is always less than or equal to the arithmetic mean. The difference (0.13%) represents the volatility drag - the cost of volatility on compound returns.