Slow GPU performance on Radeon Pro 460 #7

I have tested this fork on a simple MNIST example: https://github.com/tensorflow/datasets/blob/master/docs/keras_example.ipynb
By default the model uses CPU and takes 3ms per step.
If I change to GPU using mlcompute.set_mlc_device(device_name=‘gpu’) each step takes around 12ms.

I am running MacOS Big Sur Version 11.0.1 on the Macbook Pro 2016 15-inch with a Radeon Pro 460 4 GB.
Is it expected that the GPU will run much slower than the CPU?