NEW YORK (AP) - The Yankees got an early start on ending their three-game losing streak with a five-run first inning. Then they gave the lead back almost as quickly and wound up losing by six runs.

Chris Davis hit a go-ahead grand slam off Ivan Nova in the Orioles' seven-run second inning and Baltimore rallied from five runs down to beat the New York Yankees 11-5 on Tuesday night. New York has lost four in a row and nine of 12 since sweeping Toronto from July 16-18.

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``When I look at the games, we've been in every game,' Yankees manager Joe Girardi said. ``Tonight, it's probably the most difficult one, just because you get a 5-0 lead and a guy who's pitched pretty well for you all year long goes out and goes out and gives up seven in the second. That's tough, but we've been in every game and we've pitched pretty well and we've played pretty well.'

The Yankees still lead the AL East by 5 1-2 games, and only Washington and Cincinnati have better records.

``We're not stressing it,' Nick Swisher said. ``We've just got to come out here, we've got to keep continuing to pound and grind and just try to win some ballgames.'

Nick Markakis had a two-run homer among his three hits for the Orioles, who have won four of their last six, but finished July 13-14, their first month below .500 all season.

Nova allowed a career-high nine runs in five innings for New York, which tied a season-worst skid with four straight losses and made some dubious history in the process. According to STATS, LLC, the Yankees haven't led by five or more after the first inning and then trailed after the second since at least 1918.

Nova (10-5) struck out five, allowed 10 hits and lost in consecutive starts for the first time in his career. He has one win in his last seven starts, and the Yankees are 14-7 in his games, including a win his last time out, in Seattle. He struggled and walked a career-high six in that game.

``In Seattle, I didn't throw strikes, but only gave up two hits,' Nova said. Today, I feel really good. I throw strikes, but I give up 10 hits and nine runs. So, that's part of the game.'

The Yankees teed off on Baltimore starter Chris Tillman in the first. He didn't get an out until he fielded Swisher's groundball and threw to second for a force, after allowing an RBI single by Curtis Granderson and Robinson Cano's two-run homer. He later committed an error on Ichiro Suzuki's RBI grounder that made it 4-0. Russell Martin added a run with a single before he got caught in a rundown between first and second. Ramiro Pena finally grounded out to end the inning.

The last time New York led by at least five after one inning and then lost was May 4, 2007, against Seattle, when the Yankees blew a 5-0 lead and lost 15-11.

``It's tough, but, at the same time, you've got to give credit to the Baltimore offense,' Granderson said. ``They're swinging the bats well for a second night and came out there and got on Nova early. They didn't go ahead and hang their heads after we got off to the start we did in the first inning and they began to pile on and put runs on the board as the game went on.'

Tillman settled down to pitch four shutout innings to hang onto the lead and win his third straight decision. Wilson Betemit tacked on an RBI double in the third and a single in the fifth. Orioles left-hander Troy Patton pitched two scoreless innings of relief and Matt Lindstrom and Luis Ayala followed up with a scoreless inning each.

Tillman (4-1) was charged with four earned runs and eight hits in five innings. But by the time he came back out for the second inning, he had a two-run lead thanks to Davis' homer, Mark Reynolds' double and Omar Quintanilla's two-run single - all of which came with two outs against Nova.

``He had no fastball command, inconsistent slider, inconsistent curveball,' Girardi said. ``He gave up the two hits, but then he struck two guys out and got ahead of Reynolds 0-2, so I mean his stuff was OK. He just made a bad pitch to Reynolds, then he got behind Quintanilla and threw a fastball and it just unraveled.'

NOTES: No major league team has taken a 5-0 lead and given it up that quickly since Washington was up 5-0 after the first inning against the Marlins on July 6, 2006, then trailed 7-5 after two. ... The last time the Yankees led 5-0 after one inning and lost by six runs or more was Aug. 6, 1991, at Chicago.... Before the game, the Yankees obtained third baseman Casey McGehee from Pittsburgh for reliever Chad Qualls, giving them a right-handed batter to plug in while Alex Rodriguez and Mark Teixeira recuperate from hand injuries. McGehee, 29, is hitting .230 with eight homers and 35 RBIs in almost 300 plate appearances. The 33-year-old Qualls was acquired by New York from Philadelphia on July 1 and pitched in eight games. ... Yankees RHP Phil Hughes is set to start Wednesday afternoon against Baltimore lefty Zach Britton. ... Jeter doubled in the first inning, making him 39 for 97 (.402) when leading off a game.