Two possibilities that come to mind.
Some Gig ports (older gear) actually send and receive signal across all eight wires (500 MB per two pair).
With gig speeds, the cable and jack performance can be affected by the smallest of things. If you used standard wire to create a home-made loopback plug, it is very possible you are creating near-end cross talk that is killing the signal. Things like cable quality, jack quality, twist-rate of the cable, all are critical at high speeds. Thus, what works at 100 MB may not work at 1000 MB. Might be best to get a commercial product.