Game Maker is a good beginner's tool. But I recommend moving upward to bigger and better programs if you have any previous programming experience. I used GameMaker for a college 2D game development course, it has a nice, easy to use drag and drop system. The problem, however, is that the program's drag and drop doesn't use the most efficient (or logical) commands. Plus the drag and drop doesn't support a lot of the advanced commands that the program is capable of executing, so the programmer has to get creative with it, or learn to code. If you learn to use GameMaker code, however, then you would be able to get around that with relative ease.
But, it can be hard to learn a code for one single program with the busy schedules we all have, which is most likely why you experienced the slow performance.
But as Kort Pleco previously stated, most language speeds are not noticably different.. It all depends on how the code is written and executed. A lot of redundancies can make it considerably slower, which is normally due to a lack of experience in coding.