The original version (2011) uses a previous version of their engine, dx9/32bits. It's less demanding, can run on weaker/older PCs, but is generally worse/poorly optimized for modern hardware (this version is only available on Steam).
This version available on GOG is remastered (2016), the engine is now dx11/64bits - although more demanding, it usually runs better.
I'm not saying it's perfect (it could be better) - but it's definitely better than original 2011 version.
Most modders nowadays develop new content only for remastered version, rarely backported to original.
The remastered player base is much bigger (3.500 vs 23.000 average players on Steam).
When downloading mods that require "SKSE" in the GOG version, be aware of the version.
SKSE mods that work on Steam 1.6.629~1.6.640 will usually work on GOG (1.6.659) as is.
However, outdated mods that work only on Steam version 1.5.97 or 1.6.353 will not work on GOG version, as we can't downgrade GOG to these older versions.