Correlation
of values
+86%
In sync
of periods
81%
History
daysdays · through 2026-01-01
269
These move in the same direction about 81% of the time
When one swings, the other almost always swings by a closely matched amount (~74% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
On a log scale so equal % moves take equal vertical space — best when one series has grown much faster than the other.
What to Watch
Rock solid
The relationship barely changes from period to period — treat it as a reliable signal.
Explore
Advanced
Statistics
In sync(i)
80.5%
Headline metric
Movement correlation(i)
+86%
Based on values
95% CI
+83% → +89%
Pipeline
Pipeline Summary
269 paired data points survived the daily window.
Raw input
807
352
Normalized
807
352
Prepared
807
352
Aligned
269
269
Invalid removed
Likely range of correlation
R²(i)
74.3%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
269
Robust
Time-Shifted Correlation
See how correlation changes when one series is offset in time. A taller bar at a non-zero shift means the two move together better when one leads the other — that's a potential lead/lag signal.
Correlation by shift
Click a bar to inspect. Range: -6 to 6 days.
Selected shift
No shift
Correlation at this shift
+86%
No shift — both series at their actual dates.
269 overlapping points at this shift
Baseline
+86%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+86%
A non-zero peak suggests one series lines up better when shifted against the other.
Stability
How the correlation evolves over time. A stable line means the relationship is reliable; large swings signal regime-dependent behavior.
Do They Crash Together?
How these series behave when markets are rising, falling, or diverging. A correlation that holds in drawdowns is very different from one that only works in rallies.
Both Rising
+16%
197 periods · Return correlation when both series rose
Both Falling
N/A
0 periods · Return correlation when both series fell
Diverging
-60%
52 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
621
A: 538 / B: 83
Series A
Monetary Base
BOGMBASE
FRED · 807 raw → 807 prepared
Series B
Potential GDP
GDPPOT
FRED · 352 raw → 352 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
2.9448
Linear regression slope.
Intercept
8121.8147
Linear regression intercept.
Saved 4 days ago · ID: fred-bogmbase_fred-gdppot_5y
Explore
Top 10 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.