I'm going out with friends and not staying home with my gf
Why would you not want to be with your gf?
I always feel that I'm too down when I join my gf's daily routine
It is good to have friends and to keep your relationship strong. If your gf really makes you depressed maybe you should leave the relationship for your mental health.
I'm beyond that. I love her, but it's depressing to spend all my time with her.
I think spending some time hanging out with your friends is a good idea. You're not expected to spend all of your time with your gf. Spending time away from each other is healthy too.