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Correlation
of values
-61%
In sync
of periods
—
History
monthsmonths · through 2026-04
258
These move together
When one swings, the other often swings by a similar amount in the opposite direction (~38% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
On a log scale so equal % moves take equal vertical space — best when one series has grown much faster than the other.
Advanced
Statistics
In sync(i)
N/A
Headline metric
Movement correlation(i)
-61%
Based on values
95% CI
-68% → -53%
Pipeline
Pipeline Summary
258 paired data points survived the monthly window.
Raw input
318
16,155
Normalized
318
16,155
Prepared
318
777
Aligned
258
258
Invalid removed
Likely range of correlation
R²(i)
38%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points(i)
258
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: 0 to 0 months.
Selected shift
No shift
Correlation at this shift
-61%
No shift — both series at their actual dates.
258 overlapping points at this shift
Baseline
-61%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-61%
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.
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
579
A: 60 / B: 519
Series A
Real GDP
GDPC1
FRED · 318 raw → 318 prepared
Series B
10Y Treasury Yield
DGS10
FRED · 16,155 raw → 777 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
-0.0003
Linear regression slope.
Intercept
9.5216
Linear regression intercept.
Saved 4 months ago · ID: fred-dgs10_fred-gdpc1_monthly_5y