Global Navigation Satellite System (GNSS) provides location information using signals from multiple satellites. However, a spoofing attack that forges signals or retransmits delayed signals may cause errors in the location information. To prevent such attacks, authentication protocols considering the navigation message structure of each GNSS can be used. In this paper, we analyze the authentication protocols of Global Positioning System (GPS), Galileo, and BeiDou, and compare the performance of Navigation Message Authentication (NMA) of the above systems, using several performance indicators. According to our analysis, authentication protocols are similar in terms of performing NMA and using Elliptic Curve Digital Signature Algorithm (ECDSA). On the other hand, they are different in several ways, for example, whether to perform Spreading Code Authentication (SCA), whether to use digital certificates and whether to use Timed Efficient Stream Loss-tolerant Authentication (TESLA). According to our quantitative analysis, the authentication protocol of Galileo has the shortest time between authentications and time to first authenticated fix. We also show that the larger the sum of the navigation message bits and authentication bits, the more severely affected are the time between authentications and the time to first authenticated fix.