Not sure what I’m doing wrong. When I run a query on GIS (General Mills) from 01/03/2007 through 12/31/2015 using “Holding Period Return” and “Return without Dividends” I get a text file back. I’m using daily data. When I total the two columns, I get 1.10527 and .836069. This is incorrect. For this period with dividends reinvested the return total is 162.93% and without dividends reinvested it’s 138.14%. So, both the numbers from CRSP are either wrong, or I’m missing something. I would be grateful to know if I’m missing something…

hi,

How do you know what the ‘true’ return is? (What other source did you use)
I’m usually using historic stock price info from yahoo finance as a benchmark for returns. It has daily prices (low, high, open, close) and also adjusted close price.

Hope this helps,

Joost