Funnily enough this is what I do in my real life, measuring and trying to anticipate application response time over various networks to ensure customers plan WAN upgrades properly.
There are two bits to the connection - one is the bandwidth, the other is the latency. A high bandwidth link with high latency will slow down an application which needs a low latency link,
Likewise, starve a bandwidth-dependent application, and it will suffer.
Check
It's the Latency, Stupid! for a good explanation of latency.
It may well be that GPRS adds overhead to the TCP connection which lowers its efficiency below that of the dial-up line.