Hosted a Russian exchange student, been casually learning for a long time before that, and what I've learned about speaking Russian is that it's a language that isn't deeply concerned about pronouncing every syllable clearly. That surprised me, because the way Russian accents and speakers were always portrayed on TV was with this heavy, lumbering, formidable sounding language. Go cold war, huh? Seems to me that you really have to worry about getting the beginning and end right and just kind of glide over the stuff in the middle. It's something we had to teach our exchange student to stop doing when he spoke English; when he would talk in longer sentences, he'd go fast and mumble, and I've more or less figured that that's what you do in Russian.

So, I don't think it's Guh-Dyeh as much as it's [start with tongue in the hard G position]-Dyeh.