Basically when she comes across a gradient (Like stairs or a slope) she seems to spin around slowly on the spot while remaining in the stance like she's standing on the stairs. This slows her down considerably.
Its pretty common for followers to have trouble with stairs and inclines. They'll eventually catch up but if you want them to come along in the moment, try getting them to "wait here" by looking at them and holding A. It'll take a few waiting commands before they'll get past their obstacle and even then it doesn't work 100% of the time.
I recommend just moving on and when the next area loads, be it stepping through a door or fast traveling, they'll be there. --- Winter is coming