Use the Gravity forms gform_user_registered hook. It fires after the registration and will return the $user_id.
function my_auto_login( $user_id ) {
wp_set_auth_cookie( $user_id, false, is_ssl() );
wp_redirect( admin_url( 'profile.php' ) );
exit;
}
add_action( 'gform_user_registered', 'my_auto_login' );