The cost of a Groovy script is starting up the JVM. Once that's done, however, it's as fast as anything else.
You can implement JUnit tests in Groovy, or you can use Spock, which is a testing library that uses Groovy. Check out the source code repo for my book, https://github.com/kousen/Making-Java-Groovy for examples. Chapter 6 is the testing chapter.