Geometric Mean Calculator
The geometric mean is the nth root of the product of n values, and it is the correct average for multiplicative (proportional) processes. Annual returns, inflation, population growth, revenue growth, and index changes accumulate by multiplication rather than addition, which is why the arithmetic mean systematically overstates real performance for such series.
This calculator accepts your values either directly or as percentage changes; when percentages are entered, each rate is converted into the factor 1 + r/100. The output brings together the geometric mean, the average growth rate, a numerical comparison with the arithmetic and harmonic means, the geometric standard deviation, a period-by-period cumulative index table, and charts. To rule out any risk of overflow, the sum of logarithms is used instead of the product.
Geometric Mean Formulas
Definition: GM = ⁿ√(x₁ · x₂ · … · xₙ) = (Πxᵢ)^(1/n) Logarithmic form: GM = exp[ (1/n) · Σ ln xᵢ ] Percentage change: fᵢ = 1 + rᵢ/100 → r̄ = (ⁿ√(Πfᵢ) − 1) · 100 Compound growth: r̄ = (Last value / First value)^(1/n) − 1 Geometric std. dev.: GSD = exp( s₍ln x₎ ) Inequality: HM ≤ GM ≤ x̄ (all xᵢ > 0; equality only when all xᵢ are equal) Relationship: GM² ≈ x̄ · HM (exact for a two-value series)
The result is identical to Excel's GEOMEAN function and to R's exp(mean(log(x))) expression. To prevent overflow, the computation runs through the sum of logarithms instead of the product.
How to Calculate
- Paste your values into the box; commas, spaces, and line breaks are all accepted.
- Choose the 'Percentage change' type if you are entering annual returns, inflation, or growth rates; use 'Direct value' for indices, prices, or factors.
- Make sure your series contains no zero and no percentage below −100; the geometric mean is undefined for those values.
- Compare the geometric mean with the arithmetic mean: the gap between them is a direct measure of the volatility of the series.
- In percentage mode, look at the cumulative index chart; the constant geometric growth curve and the actual path must end at the same point.
- When reporting, use the phrase 'average compound growth per period' and always state the number of periods (n).
Worked Examples
Five-year portfolio return
For a portfolio with annual returns of 12%, −4%, 8%, 20%, and 5%, the factors give 1.12 · 0.96 · 1.08 · 1.20 · 1.05 = 1.4631, so the total five-year return is 46.31%. The geometric mean is 1.0791, which makes the average annual compound return 7.91%. The arithmetic mean gives 8.20% and exaggerates the real accumulation by 0.29 points.
Number of values (n): 5 · Geometric mean (GM): 1.0791 · Average growth rate: 7.91%
A series with an exact root
The product of the three values is 2 · 8 · 32 = 512 and its cube root is exactly 8, so the geometric mean comes out as 8.0000. For the same data the arithmetic mean is 14.0000 and the harmonic mean is 4.5714. The inequality harmonic ≤ geometric ≤ arithmetic is clearly visible, and the gap comes from the values being spread widely between 2 and 32.
Number of values (n): 3 · Geometric mean (GM): 8.0000 · Arithmetic mean (x̄): 14.0000
The compound effect of inflation
With three consecutive years of 64%, 44%, and 65% inflation, prices rise by a factor of 1.64 · 1.44 · 1.65 = 3.8966, that is, a total increase of 289.66%. The geometric mean is 1.5736, so the average annual inflation is 57.36%; the arithmetic mean stays slightly above that at 57.67%.
Number of values (n): 3 · Geometric mean (GM): 1.5736 · Average growth rate: 57.36%