I just configured a reverse proxy for our SharePoint portal site using IIS7 and ARR. I installed webgate with Windows Authentication (IWA) turned on since we wanted employees to be single signed on. However I noticed significant performance loss going through this reverse proxy as opposed to logging in directly to the SharePoint server.
I set the CachePragmaHeader and CacheControlHeader to public instead of the default no-cache to improve performance significantly. I obviously also removed the custom 401 error message which send a whole HTML file. See blog below.
By the way, if people are unable to download word documents or excel spreadsheets from your websites that is protected by webgate update the webgate configuration and set CachePragmaHeader and CacheControlHeader to public. That should resolve the issue (in most cases).