[R] Continuasly Compunded Returns with quantmod-data

[barb]

Hey guys,  

i want to calculate the continuasly compounded returns for stock prices. 

Formula for CCR:
R_t = ln(P_t/P_{t-1})*100

With R:

First i have to modify the vectors, so that they have the same length 
and we start at the second observation. 

log(GOOG1[-1]/GOOG1[1:length(GOOG1)-1])*100

That does work with normal vectors. 

My Questions:

1) I want to use this for stock prices.


so i use:

library(quantmod) 
getSymbols("GOOG",from="2011-11-01")
GOOG1<-GOOG[,1]


If i use my formula i get only the value "1" for every observation :( 



Thanks for your time and help!
I appreciate it

Regards
Tonio

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