GJ’s perk also makes it so he doesn’t need to build defense though. I don’t think he should go without, but he doesn’t need a full captain build to get the tankiness.
On the other hand, he wins damage races with many other heroes, partly because his perk blunts their attacks. Damage items make sense for him because in the parts of the game where he can often catch enemies alone, they help him to overpower them.
Also, nothing about him scales with captain items. His defense scales with attack speed. His captain-y abilities have no scaling on them (except for damage). He has a bit more utility if he builds cooldown reduction, but his slow and swallowing are the same no matter what he’s built. Because of the diminishing returns on armor and shield, after his first defense item he probably gains more survivability by keeping his perk stacked up.
His perk also doesn’t quite work with the way captains tank. He get weaker the longer he’s in combat, but a captain often needs to be a physical barrier between their team and the enemy, and that often means the captain is taking little harassing hits for a long time before the team really engages. GJ need definite beginnings and ends to the fight to maximize use of his perk.
None of that is saying that he can’t be a good captain, but his kit doesn’t really reward building defense/utility items the way most captain kits do. He can provide all the utility while also building 2-3 damage items. His best use case is probably striking from ambush, fightinwhile his perk lasts, and then retreating (possibly bringing a vulnerable enemy with him), so he’s probably better in a jungler role.
Inara is an interesting comparison, because they are both “utility” junglers instead of “damage” junglers. They both do fair damage, but don’t get as much out of 4-damage-item builds as most other heroes do. They both have great utility which does not depend on certain items to scale. I play a lot of Inara, have a consistently high win rate for her, and have played her as a captain numerous times, but I’d still definitely prefer her as a jungler.
The thing with Inara, is that her survivability comes from movement, and control of the enemy’s movement, so it doesn’t help her to have more defense than she needs to survive 2 seconds of focus — if she lingers too long she’s dead anyway. I’ve tried taking her full-utility, and it really doesn’t help; 
and 
are enough utility for her, and building 
, 
and 
will give her a quick cooldown on her abilities, but she’ll probably help her team most if she doesn’t ignore damage. And in all cases, it’s better to have someone else playing the captain; jungler Inara brings 95% of captain Inara’s utility.
The reason Inara and Grumpjaw are junglers is that you generally don’t want the enemy team to see them until they strike. They can’t be as effective hanging out in center lane as more traditional captains are. Of the two, GJ works better as a captain (when I captain with Inara it’s usually because I picked early and then no one filled in captain, and I usually build my normal jungling build but subbing for 
). I think in most cases they work better building more utility/defense than typical damage-dealers, but still building 3 damage items.
(I definitely know Inara better than. GJ though. Inara is my boo.)
