Diesel fuel quality is mostly about cetane ratings and lubricity. Cetane ratings refer to the autoignition properties of the fuel. The higher the cetane rating, the easier the fuel is to ignite. Typical ratings run from 40-50 with 40 being the minimum. Gold diesel is supposed to have higher cetane than average, 47-48 I think? Higher cetane results in easier starting, reduced combustion noise (because less fuel is injected before ignition occurs) and better fuel economy. Higher lubricity is better for injection pump longevity, of course.
I'm unable to tell the difference between gold diesel and "regular" as far as running performance. My car does start with a bit less misfiring in the cold on gold diesel, not enough that would go out of my way to get it though.