The GDR seems like it'll be powerful, but it has problems:
1) It takes Nuclear Fusion, the single most expensive tech in the game aside from Future Tech.
2) It (supposedly) costs 1000 hammers to create. Modern Armor is 700, Rocket Artillery is 600, Stealth Bomber is 800.
3) It requires Uranium. It's competing with Nuclear Missiles, Atomic Bombs, and Nuclear Power Plants.
4) It's not a ranged unit. Enough ranged/air units can take it down without damage.
5) Its movement is only 3. That's slower than Modern Armor and Mechanized Infantry, and on par with Rocket Artillery (not counting set-up time...?). And FAR below what a Stealth Bomber can do (20 range).
If I were faced with a GDR, I'd get a bunch of Guided Missiles (70 ranged combat strength, compared to the 150 of GDR; no resource requirements; 20% of the cost of a GDR; available at Satellites). Five of them probably won't take out a GDR (WAY too big a difference to make much of a dent), but you'd have dozens of turns to build them.
Of course, there's always a Nuclear Missile (available at Advanced Ballistics). Toss one of them at the GDR, and you probably can destroy it.