Gold and equity co-movement
Does the relationship between gold investment proxies and the equity market change over time?
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Sample JSON
Specification JSON
Sample as of
0700.HK Tencent Holdings | Hang Seng Index | 2025-10-16 – 2026-10-16 | HKD
- Highest item: Early
- 0.77
- Lowest item: Recent
- 0.57
- Average
- 0.64
- Number of items
- 4 items
Rolling correlation
Rolling weekly return correlation (−1 to 1) (Line)
Drawdown by proxy
Drawdown of each proxy over the same period (%) (Area)
Proxy structure and period
Rolling weekly return correlation (−1 to 1) and Drawdown of each proxy over the same period (%) (Table)
Sample data rows
| Rolling window end | Rolling weekly return correlation (−1 to 1) | Drawdown of each proxy over the same period (%) | Data date (sample) |
|---|---|---|---|
| Early | 0.77 | -2.32 | 2026-10-16 |
| Mid-period | 0.59 | -21.88 | 2026-10-16 |
| Late period | 0.62 | -2.83 | 2026-10-16 |
| Recent | 0.57 | -21.42 | 2026-10-16 |