Based on your User-Agent, Google's CSS service only responds with a CSS to either a .woff, .woff2 .eot, .svg or .ttf font file. For local hosting you'll need to order these formats in a compatibility sequence, so every browser gets the one it supports (nice writeup here: http://css-tricks.com/snippets/css/using-font-face/).

As all files are the exact same ones Google is hosting in the wild, I don't feel like you'll lose any optimizations (which might be the case when using font generation services like FontSquirrel).