We test general relativity (GR) using current cosmological data: the CMB from WMAP5 [E. Komatsu et al. (WMAP Collaboration), Astrophys. J. Suppl. Ser. 180, 330 (2009)], the integrated Sachs-Wolfe (ISW) effect from the cross correlation of the CMB with six galaxy catalogs [T. Giannantonio et al., Phys. Rev. D 77, 123520 (2008)], a compilation of supernovae (SNe) type Ia including the latest Sloan Digital Sky Survey SNe [R. Kessler et al., Astrophys. J. Suppl. Ser. 185, 32 (2009).], and part of the weak lensing (WL) data from the Canada-Franco-Hawaii Telescope Legacy Survey [L. Fu et al., Astron. Astrophys. 479, 9 (2008); M. Kilbinger et al., Astron. Astrophys. 497, 677 (2009).] that probe linear and mildly nonlinear scales. We first test a model in which the effective Newtonian constant μ and the ratio of the two gravitational potentials, η, transit from the GR value to another constant at late times; in this case, we find that GR is fully consistent with the combined data. The strongest constraint comes from the ISW effect which would arise from this gravitational transition; the observed ISW signal imposes a tight constraint on a combination of μ and η that characterizes the lensing potential. Next, we consider four pixels in time and space for each function μ and η, and perform a principal component analysis, finding that seven of the resulting eight eigenmodes are consistent with GR within the errors. Only one eigenmode shows a 2σ deviation from the GR prediction, which is likely to be due to a systematic effect. However, the detection of such a deviation demonstrates the power of our time- and scale-dependent principal component analysis methodology when combining observations of structure formation and expansion history to test GR.