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Correlation
of values
+96%
In sync
of periods
—
History
monthsmonths · through 2026-04
40
These move together
When one swings, the other almost always swings by a closely matched amount (~92% 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)
+96%
Based on values
95% CI
+93% → +98%
Pipeline
Pipeline Summary
40 paired data points survived the monthly window.
Raw input
2,513
352
Normalized
2,513
352
Prepared
121
352
Aligned
40
40
Invalid removed
Likely range of correlation
R²(i)
92.1%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
40
Thin
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
+96%
No shift — both series at their actual dates.
40 overlapping points at this shift
Baseline
+96%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+96%
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
393
A: 81 / B: 312
Series A
S&P 500
SP500
FRED · 2,513 raw → 121 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
8
Estimated crossover points between normalized spreads.
Slope
0.9714
Linear regression slope.
Intercept
17693.7325
Linear regression intercept.
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