NEW YORK -- Bob and Mike Bryan came into last year's U.S. Open without a title in their previous four Grand Slam tournaments -- an eternity by their standards.

Now they've won four straight.

The twins figure the margin between those two streaks is slim.

"It's been going our way. We're thankful for that," Bob said Thursday after they started the defense of their U.S. Open title with a first-round win in straight sets. "We've definitely been on the other side of those tough, tough losses."

They return to Flushing Meadows seeking the first men's double Grand Slam of the Open Era, which began in 1968. They're already the first to hold all four major titles at the same time.

The top-seeded Bryans beat Federico Delbonis and Leonardo Mayer of Argentina 7-6 (1), 6-2 on Thursday. They didn't face a break point in advancing to face Eric Butorac and Frederik Nielsen.

Bob listed some of the close calls of the past year. Two matches that went the full three sets at the Australian Open. Trailing 4-2 in the third-set tiebreaker in the French final. A five-set match in the Wimbledon semis and dropping the first set of the final there.

"We could easily have zero Slams out of the last four," he said.

Mike suspects it's not a total coincidence the streak began after they won their first Olympic gold medals at the London Games. They had felt the pressure to fill that one void in their careers and rode the relief of that victory.

At age 35, they still expected to win many more major titles -- though not four in a row.

"Here we are," Mike said. "Why not five?"