Historic data of the returns on stocks, Treasury bonds and Treasury bills and comparison between their returns since 1928 until now. $100 invested in each of these in 1928 is shown with their corresponding annual returns. On the extreme right is the difference is returns between stocks / T Bills and Stocks / T Bonds. Normally the yield on the treasury bond is the benchmark to compare any alternate investment returns like stocks or corporate bonds and various other investment instruments.
http://pages.stern.nyu.edu/~adamodar/New_Home_Page/datafile/histret.html
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