GLAD mainly owns senior debt, GAIN owns both debt and equity (which makes it riskier, but also provides for more possible upside), and good is a REIT with triple net leasing.
Basically, they're three different entities but one company. GLAD was started first to provide middle-market loans, GOOD was launched to provide real estate leasing to clients who didn't want to own their own property for debt reasons, and then GAIN was added to allow riskier investments.
If you believe Gladstone, all three are "screaming buys."