Earning poor grades in early science, technology, engineering, and mathematics (STEM) college courses decreases the likelihood that a student will major in STEM. However, grades in first-year STEM courses do not impact students evenly, making it hard to know if early "gatekeeping" courses selectively push some students out of STEM. This descriptive study examines the relationship between grades and STEM persistence for first- and continuing-generation students. Using transcript and survey data from three moderately-selective postsecondary institutions, I find that among students with high STEM GPAs, first-generation students are less likely than their continuing-generation peers to persist in STEM, net background preparation and characteristics. Moreover, first-year STEM grades alone account for a substantial portion of the differences in the likelihoods of studying STEM. While first-generation students are slightly less responsive to their early STEM grades than continuing-generation students, their comparatively lower early STEM grades are a significant driver of persistence differences.