I'm creating a Ruby game using the Gosu framework. All good.

Sometimes, when I run the game, it has some kind of slow startup, and probably it will be rather slow during the whole game. So I close it and... open it again. It is very likely that it will startup quickly and the whole game will run smoothly and fast.

Why is that? What is this phenomenon? Is it faster because of some cache stored or whatever since the first run? (But why would cache be stored? If the app dies, I would expect no references at all etc...)

Ruby, Windows 7.