You can't really compare these engines. Unreal will beat everything else listed here, easily. The main area I see instantly that Unreal is better with is lighting and of course, performance. The lighting really sets it apart. However that power comes with the caveat that actually making a game is far more difficult or far more expensive, probably both in honesty. Take your pick. Game Guru offers fairly easy game making without high costs or (difficult) programming. Opinions will differ here of course.
I have done a like for like test in the past or as close as I could get. Unreal blew GG out the water speed wise using identical media. But there were differences, Unreal's collision only worked as a basic box, you couldn't go in or out of the default buildings. This is down to me of course, not knowing my way round Unreal very well, but the difference was vast. If it was a simple matter of performance I would be using Unreal now, as it is though, Unreal is not my bag on the coding side and that's pretty important when making a game. It also took quite some time to compile more advanced things which again put me off. I think the worst case was about 7 hours... Not good. Especially after waiting the same amount of time to download the example.
In honesty you could probably get AGK and beat most efforts made in GG, with the added bonus of having multi platform support. However, again, it would be a lot more difficult to achieve overall as you have to code everything, including a map editor to build your game (if you need one or haven't purchased something to do that). The main issue here, as with the other engines, is because you have to code everything from scratch, you have far more control over what you make. Pretty much any game is possible in AGK. For instance, I've been working on a database program with it for a few weeks now and although it is quite a bit of work getting the interface done, still quite possible, while being way off what AGK is aimed at. Not my normal area at all, but so far it's progressing quite well.
AGK is on offer at the moment as well ;p
Game Guru makes basic game making so easy, after only a few hours, even beginners think they can jump into Unreal ;p Perhaps that should be a quote
SPECS: Q6600 CPU. Nvidia 660GTX. 8 Gig Memory. Win 7.