gatsby-plugin-compression-v2

First install gatsby-plugin-compression.

npm install gatsby-plugin-compression --save

Then add gatsby-plugin-compression to your app's gatsby-config.js.

module.exports = {
  plugins: [
    `gatsby-plugin-compression`,
  ],
}

That's it, when you build your app you will have gzipped versions of your files.
Or you can use it with additional options;

module.exports = {
  plugins: [
    {
      resolve: `gatsby-plugin-compression-v2`,
      options: {
        asset: '[path].gz[query]',
        algorithm: 'gzip'
      },
    }
  ],
}

Keep in mind this option setting is also the default options when you don't specify anything. See full options for the webpack addon;
|Name|Type|Default|Description| |:--:|:--:|:-----:|:----------| |test|{RegExp\|Array<RegExp>}|.|All assets matching this {RegExp\|Array<RegExp>} are processed| |include|{RegExp\|Array<RegExp>}|undefined|Files to include| |exclude|{RegExp\|Array<RegExp>}|undefined|Files to exclude| |cache|{Boolean\|String}|false|Enable file caching| |asset|{String}|[path].gz[query]|The target asset name. [file] is replaced with the original asset. [path] is replaced with the path of the original asset and [query] with the query| |filename|{Function}|false|A {Function} (asset) => asset which receives the asset name (after processing asset option) and returns the new asset name| |algorithm|{String\|Function}|gzip|Can be (buffer, cb) => cb(buffer) or if a {String} is used the algorithm is taken from zlib| |threshold|{Number}|0|Only assets bigger than this size are processed. In bytes.| |minRatio|{Number}|0.8|Only assets that compress better than this ratio are processed| |deleteOriginalAssets|{Boolean}|false|Whether to delete the original assets or not|

Nginx

If your using nginx you can use gzip_static on; to serve your gzipped assets, here's a full example.

#user  nobody;
worker_processes  1;

events {
    worker_connections  1024;
}

pid /usr/local/nginx/logs/nginx.pid;

server {
    listen       80;
    server_name  localhost;

    #access_log  logs/host.access.log  main;

    location / {
        gzip_static on;
        root   Users/nah/Desktop/web;
        index  index.html index.htm;
    }
}