Looking at the flightpath on this Gulfstream, inbound and outbound, I'd be willing to take a bet it was an unregistered visitor to GITMO.
It's following the usual US over Bahamas and West of Cuba then backing up to enter Gitmo from the South keeping it out of Cuban Airspace. These flights always vanish from ADSB over the Bahamas outbound and pop back up ther inbound to the CONUS.