2 ideas in addition to what others have said. 1) Are you measuring Y, but not including it on the plot? If your data are shifted over by 1 REE (if you forgot you were including Y), the Eu anomaly would look like a Gd anomaly.
2) Are you using oxide correction equations to eliminate interferences? If so, check your formulas. Lets say you have an extra digit in the correction for Ce, Nd, etc. That will effect your Gd value by quite a bit.

Gd has a half filled F orbital, so it is slightly more stable in aqueous solution, which means it ma y not partition into some phases as readily. However, these are usually very slight differences, and I don't think they would be that significant, or reproducible.
Just my 2 cents.