Gonzalez homered in the eighth for the last of his four hits, Trevor Story also went deep and drove in three runs and the Rockies survived the Yankees' late rally in 13-10 win Tuesday night.
The Rockies were rolling along until the Yankees used a seven-run eighth to pull to 12-10. Gonzalez, who is now hitting .357 in June, then led off the bottom of the eighth with his 15th homer of the season off Andrew Miller.
"He's a tough lefty with a great slider, Gonzalez said. "Ninety percent I was waiting for a slider. He showed it, threw it over the plate and I was able to drive it up the middle."
Carlos Estevez worked a perfect ninth for his second save.
De La Rosa (3-4) scattered three hits to get his first win as a starter in two months. He is 4-0 in four career starts against New York.
Davis' hit started a rally that nearly brought the Yankees all the way back from a 12-3 deficit. New York sent 12 batters to the plate and put a scare into Colorado.
"This is a crazy place to play," Yankees manager Joe Girardi said. "You got a 10-run lead, youd like to say you feel pretty good about that but that's not always the case here."
The Yankees had eight hits in the big inning, including two by Rob Refsnyder. His last one put the tying run on first but Jason Motte, the third reliever in the inning, got Gregorius to ground out to end the inning after the Yankees pulled within two.
"It was a crazy eighth," Rockies manager Walt Weiss said. "They got on a roll offensively and were tough to stop."
Nathan Eovaldi (6-3) gave up six runs and eight hits while striking out just two in four-plus innings.
"It's very frustrating, especially the way the guys came back in the eighth inning there," Eovaldi said. "I felt that if I had held the game, held us a little closer, then we would have ended up with a win right there."
Story and Raburn hit back-to-back homers in the third. Nolan Arenado's RBI double in the fifth gave Colorado a 6-0 lead and chased Eovaldi.
Gregorius hit a three-run homer in the top of the sixth but Colorado stretched the lead against New York's ineffective bullpen. Five Yankees relievers allowed six runs and nine hits in four innings.
Yankees: OF Carlos Beltran was scratched from the lineup with a sore left knee. Girardi earlier Monday to let him know and Girardi decided to give him the day off. "It's a little worrisome," Girardi said. "One thing you don't want it to become is a chronic thing." ... LHP Chasen Shreve (left shoulder injury) will throw bullpen sessions Wednesday and Friday.
Rockies: LF Gerardo Parra was carted off the field in the top of the third inning after SS Story rolled into his left leg while trying to make a diving catch of Jacoby Ellsbury's pop up. Weiss said postgame he suffered a sprained ankle and would be evaluated Wednesday. ... C Tony Wolters was activated from the 7-day disabled list and LHP Chris Rusin was placed on the 15-day DL with a left shoulder strain. ... The Rockies also recalled RHP Miguel Castro from Triple-A Albuquerque.
Yankees: RHP Ivan Nova (5-3, 4.39) is starting on five days' rest because of Monday's off day. Nova has pitched at least six innings in his last five starts.
Rockies: RHP Chad Bettis (4-5, 5.85) is 0-3 with an 11.57 ERA in his last four starts. He lasted just three innings against Pittsburgh on Thursday, his shortest of the season.
Price earns 1st regular-season save, Dodgers top Rockies 7-5
— Justin Turner and Max Muncy each hit a three-run homer, and the Los Angeles Dodgers beat the Colorado Rockies 7-5 on Thursday night as David Price earned his first regular-season save.
A's pound Tigers, back Manaea's 1st victory of season, 8-4
— Stephen Piscotty and Matt Olson homered to back Sean Manaea's first victory of the season, and the Oakland Athletics won their fifth straight game by beating the Detroit Tigers 8-4 on Thursday night.
Turner belts 408-foot 3-run homer
Justin Turner drives a 3-run homer to center field that travels 408 feet.
Rockies take advantage of Dodgers' miscues in the sixth
The Rockies score three runs in the sixth inning thanks in part to fielding miscues from the Dodgers.
Muncy launches mammoth go-ahead homer for Dodgers
Max Muncy belts a 2-run homer for the Dodgers in the seventh inning.
Olson goes yard for Oakland
Matt Olson hits a 428-foot home run to increase the Athletics' lead on the Tigers.