Correlation
of values
-80%
In sync
of periods
53%
History
daysdays · through 2026-01-01
177
These move opposite each other about 53% of the time
When one swings, the other often swings by a similar amount in the opposite direction (~65% of the pattern is shared).
Roughly random — these don't track each other in a meaningful way.
Both lines start at the same point — easy to compare when growth rates are similar.
What to Watch
Unusual right now
Recently tighter than usual — the pair is behaving differently than its long-run pattern.
Flips between sync and inverse
Sometimes the two move together, sometimes opposite. Don't treat this as a stable signal.
Explore
Advanced
Statistics
In sync(i)
53.4%
Headline metric
Movement correlation(i)
-80%
Based on values
95% CI
-85% → -75%
Pipeline
Pipeline Summary
177 paired data points survived the daily window.
Raw input
532
317
Normalized
532
317
Prepared
532
317
Aligned
177
177
Invalid removed
Likely range of correlation
R²(i)
64.7%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
177
Usable
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
-80%
No shift — both series at their actual dates.
177 overlapping points at this shift
Baseline
-80%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
-80%
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
+6%
90 periods · Return correlation when both series rose
Both Falling
N/A
4 periods · Return correlation when both series fell
Diverging
+19%
82 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
495
A: 355 / B: 140
Series A
10-Year Real Interest Rate
REAINTRATREARAT10Y
FRED · 532 raw → 532 prepared
Series B
Gross Domestic Product: Implicit Price Deflator
GDPDEF
FRED · 317 raw → 317 prepared
Sign agreement
96.0%
How often both values share the same sign.
Zero crossings
1
Estimated crossover points between normalized spreads.
Slope
-9.7913
Linear regression slope.
Intercept
104.8489
Linear regression intercept.
Saved 4 days ago · ID: fred-gdpdef_fred-reaintratrearat10y_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.