There is nothing inherent in the JOGL binding that should cause it to be substantially slower on Linux. The JAWT does have some more heavyweight synchronization that appears to be necessary to get proper behavior on X11, but aside from that I have seen some of the demos run at much higher framerates on Linux compared to Windows because Linux doesn't seem to have sync-to-vertical-retrace enabled by default.

The Mac OS X port up until this point has had a workaround for a JAWT bug that has been fixed. The current binaries have had this workaround removed and should be faster. See the forthcoming announcement post about the new binaries for more information.