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Gender gaps in mathematics are a problem that emerges at least as early as primary school and affect future educational trajectories and decisions, with consequences for societal gender equality. Previous studies have detected a discrepancy between the gender gap in self-perceived math ability and the actual performance gap. We argue that these unequal attitudes towards mathematics by gender may explain the difference in mathematics learning throughout compulsory schooling and the unequal STEM expectations between girls and boys. We use longitudinal data from 8,034 students in 3rd grade, 6th grade and 10th grade in the Canary Islands (Spain) in the 2015/16, 2018/19 and 2022/23 academic years, respectively. A structural equation model has been estimated to identify the longitudinal effects of gender, through mathematics self-concept, on mathematics performance and expectations of pursuing post-compulsory STEM studies. We find a small gender gap in performance in 6th grade (d=0.16), less than half the gender gap in mathematics self-concept (d=0.35). In this grade, the effect of gender on mathematics performance can be completely explained by self-concept in that same grade and previous performance in 3rd grade. By Year 4th of secondary school (10th Grade), girls would outperform boys in mathematics if not for the gap in self-concept and prior achievement. In turn, results evidence that math attitudes in 10th grade are more decisive than actual performance in this year in explaining the gender gap in STEM expectations. The possible implications for equal educational opportunities and gender equality are discussed.