# skfolio.measures.gini_mean_difference ### skfolio.measures.gini_mean_difference(returns) Compute the Gini mean difference (GMD). The GMD is the expected absolute difference between two realisations. The GMD is a superior measure of variability for non-normal distribution than the variance. It can be used to form necessary conditions for second-degree stochastic dominance, while the variance cannot. * **Parameters:** **returns** *ndarray of shape (n_observations,) or (n_observations, n_assets)* : Array of return values. * **Returns:** **value** *float or ndarray of shape (n_assets,)* : Gini mean difference. If `returns` is a 1D-array, the result is a float. If `returns` is a 2D-array, the result is a ndarray of shape (n_assets,).