I don't recommend Goretex, or other jackets with membranes, for outdoor activities (unless it's raining or it's really windy). They are not nearly as breathable as regular clothes, which means you will be sweating more. And even when you wear wool or a polyester fleece they won't warm as well as when they are dry.
This sound counter-intuitive but a lighter non-membrane jacket works better for me, both in terms of comfort and longer-term retention of body heat (better breathability -> less sweat -> smaller cooling effect).
I lived for over a decade in a place that was often quite cold in the winter. Like below 0°C for months, and sometimes down to -40°C for weeks. Also quite windy, so wind chill could be -50°C or below, at times.
And I didn't own a car, so bicycling was my only option. I did buy Gortex pants and jacket, though. So for riding, I wore silk underwear and sock liners, wool socks, heavy wool pants, high-top lace-up leather combat boots, a wool sweater, a neoprene face mask, and Gortex.
I wore pretty much the same kit for cross-country skiing and snowshoeing. But less for downhill skiing.
I did ski with a guy who almost froze to death, after his cotton and down got soaked.
I'm not against wool/polyester inner layers, they are much better than cotton. But it's not magic, they will also work worse when they are wet, and they don't transport the sweat from the skin perfectly. So what works the best for me is reducing the effect of accumulating sweat, i.e. maximizing the breathability of the jacket (for example, by using a "windshirt" style jackets from materials like Pertex).
Maybe in such exteme conditions as -40°C it's different, but for me a windshirt + thick inner layers (polyester/wool) work well for 6+ hour long bicycle rides in about 0°C.
And I should have mentioned that I'd unzip the Gortex when I got warmed up. Or even put it in my pack, and just use a windshirt. But it's nice to have, in case the temperature drops or the wind picks up. Or if there's freezing rain.
This sound counter-intuitive but a lighter non-membrane jacket works better for me, both in terms of comfort and longer-term retention of body heat (better breathability -> less sweat -> smaller cooling effect).