example:
julia> using GR, LaTeXStrings
julia> x = rand(10)
y = rand(10)
plot(x[1:10], y, xlabel=L"\textrm{This is } \alpha")

adding tildes ~ solves the lack of spacing between words, but there is still an odd spacing between the captial T and the text that follows:
julia> x = rand(10)
y = rand(10)
plot(x[1:10], y, xlabel=L"\textrm{This~is~}\alpha")

(jl_6ruBxL) pkg> st
Status `/tmp/jl_6ruBxL/Project.toml`
[28b8d3ca] GR v0.62.1