Yes, Gumlet can be used as a CDN, you will be able to deliver non-image files on the Gumlet subdomain via your Gumlet subdomain. We are using Fastly CDN which is the most premium CDN, with the highest cache hit rates and the shortest latencies. Moreover, we also have CloudFront as a backup CDN.
So yes you could skip using any other CDN in case that fits your requirements.
Here are the useful articles written by our developers: