This won’t quite be a conventional Personal Finance post, but the fact that I cannot calculate my portfolio’s performance without converting negative returns into “false positive” ones annoyed me too much to just ignore. Since I couldn’t find a straightforward way around it, I decided to simply code the Excel function I was looking for myself. While the code is by no means perfect (yet) it does the job nicely and I’m nevertheless pleased with the result. As long as it gets called properly, it
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Geometric mean with negative numbers