Greg was born in The Bronx and was raised in Queens.He attended Regis High School. He was the oldest of three children (brother John and sister Elizabeth) to immigrant parents from Colombia (father) and Spain (mother), and was raised Roman Catholic. On September 25, 2010, Greg overdosed on prescription medication. After he failed to appear for a scheduled performance at the Stress Factory, police officers found him in his hotel room at the Hyatt Hotel in New Brunswick, New Jersey, and rushed him to nearby Robert Wood Johnson University Hospital.He had been in a coma for five days. He died on September 29, 2010.