'The Lost Daughter', which went into the event as a five-time nominee, won four awards, including the top prize of best feature, reports hollywoodreporter.com.
After a quick speech thanking her loved ones and collaborators for best screenplay, Gyllenhaal declared she'd deliver a "real speech" for her second win of the evening, for breakthrough director.
"It's expensive to make movies," said Gyllenhaal in her second acceptance speech.
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"Movies cost a lot of money. you can write them, but someone's got to make them. So then the question becomes, what is valuable? Is women telling stories that resonate between us valuable? And is it high art? And is it appealing to men? To see women that actually look like their wives or their sisters or their mothers up on screen? I think the line up of films being celebrated here tonight says 'Yeah, it f****n' is.'"
Meanwhile, fellow Netflix title, 'Passing', which also had five nominations, went home empty-handed as did three-time nominee 'Test Pattern', from Kino Lorber.
'CODA' won two of the three awards for which it was nominated.
On the TV side, the Gotham Awards honoured buzzy new series 'Squid Game' and 'Reservation Dogs' with its two breakthrough series awards.
When accepting the award, 'Squid Game' producer Kim Ji-yeon said: "We've experienced so many miracles since we launched this showï¿½and the biggest of them is how much love and support you all have shown to a foreign language series with a very strange title."
Creator Hwang Dong-hyu reminisced about his long journey to get his series made and then how quickly it became a hit.
He said: "When I wrote this script it was 2009, 12 years ago. I did my best but nobody liked it," he said. "People said it's unrealistic, it's too violent, it's absurd, it's weird. It took 12 years to make this show and show it to the people. And it took less than 12 days to become the No. 1 show on the planet. What can I say? It's a miracle."
'Reservation Dogs' creator Sterlin Harjo, while accepting the award, joked: "White people have long ass speeches and y'all been saying these speeches for way too f***in' long." "We love you, we're here for you, don't f***in' talk so long. Jesus Christ."
On a more serious note, he called out the event venue, Cipriani Wall Street, urging the audience to remember the indigenous people who called Manhattan home.
"Everyone think about Wall Street," he said. "There were indigenous people that lived here and they f****n' came here and gave them beads and tricked them into giving up their land. And then they built a wall to keep them out of their land and that's why it's called Wall Street."
"They built a f****n' wall to keep our people out of that land. I want you all to remember that. That's what they did to us. Remember Trump tried to build a wall? They did that a long time ago to keep native people out of this land."
Over the summer, the Gotham Awards made its acting awards gender-neutral, a move that was praised by non-binary 'Billions' actor Asia Kate Dillon as they presented the award for outstanding performance in a new series, one of two awards that resulted in ties.
"I would first like to commend the Gotham Awards for eliminating gender from their awards categories because true talent shines through the constructs meant to separate us," Dillon said.
One of the category's two winners, Ethan Hawke, took a moment to talk about the value of being nominated alongside women.
"I've never been nominated where the male and female performances were not separated and it's a very powerful thing to see these clips and see us not defined by our gender," Hawke, who was recognized for his role in 'The Good Lord Bird', said. "I wish that the women in this room had as many opportunities as the men. Directors don't get differentiated by gender. I never understood why actors do, so I'm so proud to share this award."
Following his win, Hawke presented a tribute award to his friend and fellow actor Peter Dinklage.
The Gotham Awards also honoured 'Power of the Dog' director Jane Campion, 'Spencer' star Kristen Stewart, 'Magnolia' executive Eamonn Bowles, the cast of 'The Harder They Fall', The Actors Fund and, posthumously, activist and filmmaker Kathleen Collins with the Gothams' first Icon Tribute.
Julianne Moore and Spencer director Pablo Larrain presented Stewart with her tribute award.
"To work opposite her is to feel truly seen and partnered. She elevates everything," Moore said.
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"What she presents on screen and in life is sometimes challenging to people because it's like she's skinless. She demonstrates a truth that can feel uncomfortable but cool at the same time because she's cool, right? I mean, there's no one cooler than her."
"Kristen changed my life," Larrain added. "You're a f*****g miracle of cinema."