Percentile of Values (difference between two assets)

Last updated 9 November 2026

1 GIAnalyzer function for Excel. Optional arguments are shown in [brackets].

GIA_RPM_PercentileValues2

Returns the percentile of the differences beween two values during a specified period, given historical values.

GIA_RPM_PercentileValues2(HDates1, HRates1, HDates2, HRates2, Percentile, StartDate, EndDate, ExcludeFromDate, ExcludeToDate, CalcMethod)

Returns: Percentile of the differences beween two values during a specified period

Argument	Use	Description
`HDates1`	Required	The array of dates of historical prices of asset 1.
`HRates1`	Required	The array of historical prices of asset 1.
`HDates2`	Required	The array of dates of historical prices of asset 2.
`HRates2`	Required	The array of historical prices of asset 2.
`Percentile`	Required	The percentile value (the number between 0 and 1)
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`ExcludeFromDate`	Required	The first date in the period excluded from the required period.
`ExcludeToDate`	Required	The last date in the period excluded from the required period.
`CalcMethod`	Required	The percentile calculation method (Continuous, DiscreteNearest, DiscreteLow, DiscreteHigh).