Advanced Segments are one of the most useful tools in Google Analytics. I use them almost every day to track site performance and differentiate specific groups of users. It is important, however, to know the limitations of this tool so as not to adversely affect your results. Just the other day, I was comparing the conversion behavior of direct traffic to overall traffic on a specific client’s site. I ran a conversion report over the past year on a daily basis, and then switched the “Direct Traffic” advanced segment to pull corresponding numbers. When I graphed the numbers against each other I got the following chart: I immediately noticed the abundance of daily direct traffic conversion values of 0,11,23,35,46. I knew there was a problem, and jumped back into analytics and saw the Yellow Box warning that I had originally missed: My total conversion values were correct, but when I applied the Direct Traffic advanced segment, I surpassed the 500,000 visit limit on this tool which caused Google to estimate the daily values. Whatever algorithm Google Analytics used produced the repetitive values that I saw in my graph. While this is a fairly easy problem to overcome (simply run multiple reports on shorter periods of time), the “Yellow Box” warning is easily missed in the top right corner of the screen. Please be careful when you are utilizing Advanced Segments on reports with lots of visitors or long time periods to ensure that estimation is not impacting your results.