The thing to note about GPU programming is that the vast majority of overhead comes from data transfer. Sometimes, it is net faster to do the computation on the CPU, if your data set and data results are very large, even if the GPU performs each calculations faster on average due to parallelism. To illustrate, look at the benchmarks on gpgpu.js running a simple kernel:
CPU: 6851.25ms
GPU Total: 1449.29ms
GPU Execution: 30.64ms
GPU IO: 1418.65ms
Theoretical Speedup: 223.59x
Actual Speedup: 4.73x
The theoretical speedup excludes data transfer while actual speedup includes it. The longer you can keep your data set on the GPU to do more calculations (avoiding back and forth IO), the bigger your net speed gains are.