Tracking Error (from a table)

Last updated 9 November 2026

Function reference › Risk and Performance Measures › Tracking Error

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

GIA_RPM_TrackingErrorFromTable

Returns the tracking error during a specified period, given historical prices of the reference index and the values of the portfolio/fund.

GIA_RPM_TrackingErrorFromTable(HistoricalData, SingleDatesColumn, IndexName, FundName, StartDate, EndDate, PriceChangeCalc, ScalingFactor, ExcludeFromDate, ExcludeToDate)

Returns: Tracking error 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).
`IndexName`	Required	The name of the index.
`FundName`	Required	The name of the fund.
`StartDate`	Required	The first date in the required period.
`EndDate`	Required	The last date in the required period.
`PriceChangeCalc`	Required	Calculation type of the price change (Discrete, Continuous, Absolute). See the documentation for full description.
`ScalingFactor`	Required	The scaling factor in the square root of time rule. See the documentation for full description.
`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.