The Gladiator is the leader of the guard for the Shi'ar Empire to uphold Shi'ar law, whatever that is. Shi'ar Law seems to be inline with human law though, because generally he's friendly towards Earth, but like any extra-terrestrial being, there are bound to be miscommunications.
My favorite story of The Gladiator is when he totally got played by the Skrulls. The Skrulls are shapeshifting people, so they are always causing trouble. The Gladiator chased one of their crashing ships down to Earth, but when he got there he found the Fantastic Four, who he thought were the Skrulls. He kicked their asses, but then the X-Men showed up and started fighting him. The Gladiator was super pissed that his friends were fighting him, but then Spider-Man and Captain America showed up and cleared everything up.