When noticing speed test results using online sites and large file downloads via the Edge Secure Web Gateway appliance are slower than when accessing the internet directly.
 

The appliance negotiates the TCP Windows Size during the initial TCP handshake and retains the windows size throughout the session.

On the other hand, when accessing client traffic directly, the client has the Adaptive Window Sizing Support and is able to increase the TCP Window Size on the fly during transmission, thus allowing more bytes.
 

Depending on your ProxySG model and capability, you can manually increase the initial TCP Window Size.

To manually increase the initial window size to 256K or higher:
#(config)tcp-ip window-size 256000
  ok

To revert the initial window size to default:
#(config)tcp-ip window-size 65535
  ok

Note 1: SGOS 6.7.3.x and older - default TCP window size is 64K. Starting with SGOS 6.7.4.1 - default TCP window size has been increased from 64K to 256K. Starting with SGOS 7.2.1.1 - default TCP window size has been increased from 256K to 1MB