That question is not simple. The generalized linear model is very flexible with many choices from the family of natural exponential distribution models and link functions. So the choice of the best model depends on many things. The model assumptions and performance should be verified independently of the training of the model.
The GLM is decades old and has enjoyed a lot of attention, so there are many excellent resources created by experts. It is worth investing the time to study some of them if your modeling is important. For example, the on-line SAS documentation for SAS/STAT PROC GLM is a good place to start.