Vegeta SSJ God SSJ is Stronger than Goku SSJ God SSJ!

Don't forget that Goku was fighting while Frieza was at full power. By the time Vegeta took over the fight, Frieza was tired, wounded, and weakened enough to realize Goku was going to defeat him, which was when he cheated. Not only that, Frieza was losing his hold on his Golden form at that point because, as Goku said, he didn't give himself time to adapt to his new form, which not only drained Frieza's energy (like Goku when he first became a SSJ3), but also made it difficult for him to stay in his Golden form for long. So by the time Vegeta stepped in, the "real" threat Frieza presented to them was over since he was so drained.

Goku and Vegeta are pretty much equal in strength. It's Goku's SSJ3 that makes him superior to Vegeta. He achieved this by training in Other World, which gives him the ability to train in much better to conditions to raise his strength much faster than on Earth (with the benefit of being dead, hence how he was able to achieve SSJ3). This is one of the biggest reasons he was able to stay ahead of Vegeta. But Vegeta was always able to keep up (aside from SSJ3) because he pretty much tortured his body with his training methods. But if Vegeta got to train in Other World, or if he ever swallowed his pride and trained with others, then he would most likely be able to surpass Goku if he kept training just as intently as he did on Earth. It seems that training at 300x normal gravity to the point where he nearly killed himself is enough to match the training benefits Other World provides. Don't forget how in the Android Saga that when Goku trained on Earth at the same time as Vegeta, Vegeta was able to surpass him when he became a SSJ too. So during those 7 years Goku was dead, if he had survived, he never would have unlocked SSJ3, and he wouldn't have gotten the benefits training in Other World would have provided, so Vegeta probably would have been stronger than him during the Buu Saga. But since that wasn't the case, Goku was able to pull a head in a way that Vegeta has, thus far, never been able to close the gap. But since in Dragon Ball Super, it seems that Akira Toriyama is taking the series in a different direction from the SSJ2, SSJ3, SSj+ and instead focusing on SSJG, Vegeta now has a chance to catch up.

The point of that speech was to show vegeta why he's a step behind when he shouldn't be because whis knows vegeta is stronger by holds himself back