The observed performance difference between women and men on assessments in physics-the "gender gap"-is a significant and persistent inequity which has broad implications for the participation of women in physics. Research also shows that gender-based inequities extend to affective measures, such as self-efficacy. In this exploratory study, we report on gender disparities in self-efficacy and test anxiety and their relationship to assessment scores in our active-learning introductory physics course. Overall, gender-based differences in favour of men are observed in all our measures, with women having lower scores on measures associated with success (self-efficacy and assessment scores) and a higher score on a possibly detrimental affective factor (test anxiety). Using a multiple regression model-selection process to explore which measures may explain end-of-course Force Concept Inventory (FCI) and final exam scores, we find that the best fitting models include FCI pretest and self-efficacy as predictors, but do not include test anxiety.