Since a GROUP BY is included, global_gdp will require two SUM() functions.

-- Pull country_gdp by region and country
SELECT 
	region,
    country,
	SUM(gdp) AS country_gdp,
    -- Calculate the global gdp
    SUM(SUM(gdp)) OVER () AS global_gdp,
    -- Calculate percent of global gdp
    SUM(gdp) / SUM(SUM(gdp)) OVER () AS perc_global_gdp,
    -- Calculate percent of gdp relative to its region
    SUM(gdp) / SUM(SUM(gdp)) OVER (PARTITION BY region) AS perc_region_gdp


-- Bring in region, country, and gdp_per_million
SELECT 
    region,
    country,
    SUM(gdp) / SUM(pop_in_millions) AS gdp_per_million,
    -- Output the worlds gdp_per_million
    SUM(SUM(gdp)) OVER () / SUM(SUM(pop_in_millions)) OVER () AS gdp_per_million_total,
    -- Build the performance_index in the 3 lines below
    (SUM(gdp) / SUM(pop_in_millions))
    /
    (SUM(SUM(gdp)) OVER () / SUM(SUM(pop_in_millions)) OVER ()) AS performance_index