Multiply the return factors, take the nth root, subtract one. For the sequence 1.20, 0.85, 1.25, 0.90: product 1.1475, fourth root 1.0350, so 3.50% per quarter.
It is always less than or equal to the arithmetic-return, with equality only when every period is identical. A useful approximation is geometric ≈ arithmetic minus variance / 2, which makes the penalty explicit: a strategy averaging 12% with 30% volatility gives up roughly 4.5 points to variance and compounds nearer 7.5%.
This is why volatility is not merely discomfort - it is a direct deduction from compounded wealth, and why halving position size can raise long-run growth even when it lowers average return. It is also the number every honest track record should quote.
Related: arithmetic-return, variance-drain, annualised-return, compounding