To remove the difficulty caused by different costs of the frontiers for calculating the changes of cost efficiency and its components, Tohidi, et al [G. Tohidi, S. Razavyan, S. Tohidnia, A global cost Malmquist productivity index using data envelopment analysis, Journal of the Operational Research Society, 63 (2012) 72-78] proposed a global cost Malmquist productivity index. This index is applicable when input costs are known and producers are going to minimize the cost of decision making units (DMUs). In this paper the above proposed index is generalized to compare the productivity of two different units at two different points of time under the constant returns to scale (CRS) and variable returns to scale (VRS). The global cost Malmquist productivity index developed here is unique and is computed using nonparametric linear programming models, known as data envelopment analysis (DEA). To illustrate the generalized index and its components, a numerical example at three successive periods of time is given.