Percentile of Values (difference between two assets, from a table)

Last updated 9 November 2026

Function reference › Risk and Performance Measures › Percentile

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

GIA_RPM_PercentileValuesFromTable2

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

GIA_RPM_PercentileValuesFromTable2(HistoricalData, SingleDatesColumn, AssetName1, AssetName2, Percentile, StartDate, EndDate, ExcludeFromDate, ExcludeToDate, CalcMethod)

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

Argument	Use	Description
`HistoricalData`	Required	The array of historical data of the assets.
`SingleDatesColumn`	Required	Whether the historical data table has only one shared column for dates (Yes, No).
`AssetName1`	Required	The first asset.
`AssetName2`	Required	The second asset.
`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).