Gold, Bitcoin & stocks vs Treasuries

The main lines are trailing Pearson correlations between daily asset price returns and the chosen benchmark: daily 10-year Treasury yield changes or daily IEF exchange-close price returns. All observations stay daily. The windows use 63, 126, 252 or 756 NYSE sessions, a full warm-up and at least 90% paired observations. Missing endpoints remain missing. Zooming changes the display, not the estimates.

The 1Y → 3M preset uses 252 sessions before January 1, 2000 and 63 sessions from that date onward. A divider marks this change in calculation; a jump there can reflect the different windows. The lower gap follows the main window by default, or uses its own selected window.

Faint asset overlays are percentage changes from the first available date in view; the main yield overlay is a change in percentage points. The lower dashed line is the actual yield rate in percent. Hidden scales are independent: line heights do not measure comparable magnitudes. Hover shows values.

Gold: LBMA PM USD. Bitcoin: Coinbase BTC-USD, sampled at actual NYSE closes. Treasury yield: FRED DGS10. Stocks: S&P 500 daily close or Nasdaq Composite / FRED, both excluding dividends.

Bond-price mode uses IEF exchange closing prices, available in this source from July 30, 2002. This replaces the earlier NAV proxy. IEF is a traded 7–10-year Treasury ETF, not a single 10-year note. We use Close, not dividend-adjusted Adj Close; distributions are excluded, so this is not total return. Its earlier price correlations remain blank. The source snapshot and hashes are retained locally.

Observation dates are matched, but London gold pricing, Treasury measurement and US closes occur at different times. Historical event bands are contextual and manually curated. They are hidden initially; use Show events timeline to expand them.

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