First of all, getting the same bandwidth with and without VPN is impossible.
VPN encapsulation adds additional overhead to each packet sent on the wire.
This will cause the application level throughput to be lower.
Also, the VPN encapsulation can create MTU issues with applications, which can cause retransmits and the like, further lowering the effective throughput.
In addition, there could easily be a number of other differences in the VPN path versus non-VPN path that can account for these differences (for example, using WiFi versus a LAN versus your Internet connection at home).
Also, the VPN gateway could be processing traffic for lots of other users, which limits the amount of bandwidth available for you.
As a user, there's not much you can do to improve this.
If the gateway admins suspect some sort of performance issue, they can open a case with our TAC or their Check Point partner to assist.