Do I need a new welding guage?

When I open my tank my pressure on the guage goes up like it's supposed to. However, when I'm done, I close the valve on the tank and within a few days, maybe even one (not 100% sure how long) it drops to zero.

Is it suppose to keep the pressure on the guage or do I have a slow leak at the connection somewhere?

Thanks, new to welding.