Timeline uses data from the following reputable sources:
Global Financial Data
GFD offers extensive returns series on major asset classes, inflation, and currency, as well as other metrics such as bond yield,equity yields and PE ratios. GFD’s unique data extends back to 1265. It is used by investment professionals and academics around the world for research, back testing, quantitative analysis and modelling.
Morningstar DMS Global Returns Database:
This database provides the annual return of all major asset categories and the inflation rates in 23 countries since 1900. The database is compiled by Professors Elroy Dimson, Paul Marsh, and Mike Staunton. They are recognised as the leading authorities on the long-running performance of asset classes. The database forms the basis of their book Triumph of the Optimists: 101 Years of Global Investment Returns and the Credit Suisse Global Investment Returns Yearbook 2018.
Stocks,Bonds, Bills, and Inflation (SBBI)
This is the industry standard performance data reference, with comprehensive records of US stocks, long-term government bonds, long-term corporate bonds, Treasury bills, and the Consumer Price Index dating back to 1926.
Bank of England OBRA Dataset: A millennium of macroeconomic data v3.1 (2016)
Originally called Three Centuries of Macroeconomic Data, but has now been renamed to reflect its broader coverage. The dataset contains a broad set of macroeconomic and financial data for the UK, stretching back in some cases to the 13th century. (Credit: Thomas, R, and Dimsdale, N (2017) “A Millennium of UK Data,” Bank of England OBRA dataset.)
Ken French Data Library
The library is compiled by Professor Kenneth French, the Roth Family Distinguished Professor of Finance at the Tuck School of Business at Dartmouth College. This library consists of extensive return data on factor-based equity portfolios.
The data source for each return series is listed here