Generating functions: What are the advantages of using them?

Generating function:

def geraQuadrados(n):
        for i in range(n):
            yield i**2



    for i in geraQuadrados(5):
        print(i)

No generating function:

def novosQuadrados(n):
    l = []
    for i in range(n):
        l.append(i**2)
    return l

for i in novosQuadrados(5):
    print(i)

The codes with the use of generating function and without the generating function have the same output. Is there any advantage in using generator / yield function?

I still find the yield clause confusing!