Yosemite mail notification delay
It simply takes time for Gmail to notify your Mac mail, and it can not be instant.

However if you must have Instant notification, then open your Gmail in a web browser and go to gmail settings.

In gmail settings you can enable instant notification (you get it as soon email arrives, but you will get it in the browser window, as well later in your mac Mail.

It works great with Chrome web browser, there will be a pop up on your scree when new email arrives.