From my experience a custom GitLab instance is much faster that GitHub.com. But it is apples and oranges and I suppose your friends weren't comparing the two.
If you are a customer you can file a support ticket and our Support Engineers can help troubleshoot. One of our mandates is "performance is a feature" and we want to better understand what's happening in the wild.
I'm a community user, and the sluggishness seems to be a common sentiment so I'm not sure profiling my instance will add anything valuable that's not already known.
