[Tutor] Return Statement error

[William Becerra]

Hello, I'm new to programming. I'm using Python 2.7.8 and Windows 8 OS
I was making an application to see if I understand how the return statement
works
I want my application to compare  x and y and return either 1, -1 or 0.
I'm using  IDLE

Here is my code:
print"Please write a value for x"
x = raw_input()
print "Please write a value for y"
y = raw_input()
if x  > y:
    return 1
elif x < y:
    return -1
elif x == y:
    return 0
else:
    return "Please insert a Valid character"


When I press F5 to run my code a new window called syntax error appears
The window says the following
There's an error in your program:
***'return' outside function (C:/Users/William/Desktop/Python
Files/Function compare.py, line6)

What am I doing Wrong?
I noticed that if i substitute all the return keywords with print the code
runs correctly.
However I want to use return as I am trying to learn how it works.
Thank You.
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