In general, all recommendations for optimizing the performance of the control are listed in the Tips and Tricks
and the Degraded Performance
topics. Can you please check them out?
As to the comparison with the standard MS DataGrid. RadGridView provides wider range of functionalities and has more complex UI layer. It would be expected in some scenarios to be slower. However, the suggestions from the aforementioned articles should be enough for tweaking the overall performance of your application.
I hope this clarifies your concerns.
Telerik by Progress
Do you need help with upgrading your AJAX, WPF or WinForms project? Check the Telerik API Analyzer
and share your thoughts.