Closure compiler advanced mode is an optimizing compiler that will perform several nontrivial transformations while also making your source smaller. Uglify is a minifier, and just makes your source smaller.<p>Apples and oranges comparison. Of course the technology that does more will be slower, especially when the 'more' requires a great deal of analysis on the input.<p>Note: I'm not saying closure compiler is better, I actually tend to think that it is not for most usages, as the language it compiles is 'pretty much but not really javascript', and the difference there makes it hard to add into an existing build process with confidence.
Worth noting that Google Closure Compiler specifically optimizes for post-gzip size:<p><a href="https://github.com/google/closure-compiler/wiki/FAQ#closure-compiler-inlined-all-my-strings-which-made-my-code-size-bigger-why-did-it-do-that" rel="nofollow">https://github.com/google/closure-compiler/wiki/FAQ#closure-...</a>