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Agree with GS, BAML, UBS. Co. Culture, firm's brand and capabilities, your team, career development opportunities are just a few of the many non monetary benefits with just as much if not more value than just the salary. FYI top performers and high potential employees don't jump the co. ship solely for salary.
Are you asking for something equivalent to what you should be getting or it's way out of the ballpark?
If you're sure the position and pay offered you at the other company is set (confirmed), then you have all the leverage in this situation. Just bring up how much you've enjoyed your time there and would love to continue your career progression at GS, that said you have more competitive offers for pay from other firms. Negotiate from there. Worst case you take the other offer. Just be gracious with your current employer in all cases.
Is it really worth it to leave though?
What division at GS?
Money alone is not a good reason to leave.
BOA is right have you asked around about the culture of the group you would be joining
Leave
You could make 3x as much but if you are miserable it's not going to be worth it