I hate doing it because it took me the longest time to find!

http://www.multpl.com/us-gdp-growth-rate

usa gdp growth rate mean is 8.11% !

http://www.multpl.com/s-p-500-earnings-yield

sp500 earnings yeild is 7.5%

https://www.bogleheads.org/wiki/US_total_market_index_returns

total return for the past 20 years is 7.5%.

However heads up. on any given year the gdp growth and the market returns can be very different! If everyone is in a stable job and borrows a bunch of money and spend a bunch but invests none. the stock prices can fall and gdp can rise. or if lots of people fear for the future and dump a bunch of money into corporations to try to make their lives better in the future. then stocks can rise but gdp can grow less. however on the average in the long run like you point out they are the same.

so if today your saying stocks are growing at 10% while gdp is growing at 4% it means people are scared. and are spending their money hoping to make tomorrow better by investing! aka we are slowly moving out of the recession. and in the next few years we will see a change and investment spending will drop and stocks will drop to make the two numbers more balanced. If the feds/central bank can raise interest rates fast enough it will prevent consumers from borrowing too much to spend on consumer goods but i have always found consumer secured loans to have much lower interest rates than investment loans. so we will have another recession until i can find a easy way to get cheap investing financing

tl:Dr; The commonly quoted returns are a lie. the markets do grow at approximately GDP growth rates over time!