The way I do it is:

1. Download the source for GCC and numerous supporting packages. The instructions are in the gcc-4.x.y/INSTALL/index.html file in the GCC source code, or online at http://gcc.gnu.org/install/.

• GNU Multiple Precision Library (GMP) version 4.3.2 (or later) from http://gmplib.org/.
• MPFR Library version 2.4.2 (or later) from http://www.mpfr.org/.
• MPC Library version 0.8.1 (or later) from http://www.multiprecision.org/.
• ISL Library version 0.11.1 from ftp://gcc.gnu.org/pub/gcc/infrastructure/.
• CLooG 0.18.0 from ftp://gcc.gnu.org/pub/gcc/infrastructure/.

2. Use a script to extract the source for GCC and the support libraries into a directory, create the object directory, and run the build.

This is the script I used for GCC 4.8.2:

GCC_VER=gcc-4.8.2
tar -xf ${GCC_VER}.tar.bz2 || exit 1

(
cd ${GCC_VER} || exit

cat <<EOF |
    cloog 0.18.0 tar.gz
    gmp 5.1.3 tar.xz
    isl 0.11.1 tar.bz2
    mpc 1.0.1 tar.gz
    mpfr 3.1.2 tar.xz
EOF

while read file vrsn extn
do
    (
    set -x
    tar -xf "../$file-$vrsn.$extn" &&
    ln -s "$file-$vrsn" "$file"
    )
done
)

mkdir ${GCC_VER}-obj
cd ${GCC_VER}-obj
../${GCC_VER}/configure --prefix=$HOME/gcc/gcc-4.8.2
make -j8 bootstrap

When that finishes, run the install too. Then add $HOME/gcc/gcc-4.8.2/bin (the name you specify in --prefix plus /bin) to your PATH ahead of /usr/bin.

With a decent MacBook Pro with a 5400 rpm spinning disk, it takes an hour or two to compile everything (using the -j8 option to make), and requires multiple gigabytes of disk space while compiling. SSD is nice when doing this (definitely faster)!

GCC 4.9.0 was released on 2014-04-22. I've installed it using basically the same process, but with CLooG 0.18.1 and ISL 0.12.2 (required updates) and GMP 5.1.3 (and 6.0.0a), MPC 1.0.2 (or 1.0.1) and MPFR 3.1.2 on Mac OS X 10.9.2 Mavericks and an Ubuntu 12.04 (Precise Pangolin) derivative. Beware that the gmp-6.0.0a.tar.xz extracts into directory gmp-6.0.0 (not gmp-6.0.0a as you might expect).

Between 2014 and 2017-09-27, I've built GCC versions 4.9.0, 4.9.1, 5.1.0, 5.2.0, 5.3.0, 6.1.0, 6.2.0, 6.3.0, 7.1.0 with only minor variations in the build script shown below for GCC 7.2.0 on macOS v10.12 (Sierra). The versions of the auxiliary libraries changed reasonably often.

macOS Sierra and High Sierra

On 2017-08-14, I used a minor variant of the script above to build GCC 7.2.0 on macOS v10.12 (Sierra) (using Xcode 8 as the bootstrap compiler). One change is that CLooG doesn't seem to be needed any more (I stopped adding it with GCC 6.2.0). This is my current script:

#!/bin/bash

#export DYLD_LIBRARY_PATH=$(clnpath $(dirname $(dirname $(which g++)))/lib:$DYLD_LIBRARY_PATH)
unset DYLD_LIBRARY_PATH

TAR=/opt/gnu/bin/tar
VER_NUM=7.2.0
GCC_VER=gcc-${VER_NUM}
TGT_BASE=/opt/gcc
TGT_DIR=${TGT_BASE}/v${VER_NUM}
CC=/usr/bin/clang
CXX=/usr/bin/clang++

extract() {
    echo "Extract TAR -xf $1
}

if [ ! -d "$GCC_VER" ]
then extract ${GCC_VER}.tar.xz || exit 1
fi

(
cd ${GCC_VER} || exit

nbncl <<EOF |
    gmp     6.1.2   tar.lz
    isl     0.16.1  tar.bz2
    mpc     1.0.3   tar.gz
    mpfr    3.1.5   tar.xz
EOF

while read file vrsn extn
do
    tarfile="../$file-$vrsn.$extn"
    if [ ! -f "$tarfile" ]
    then echo "Cannot find $tarfile" >&2; exit 1;
    fi
    if [ ! -d "$file-$vrsn" ]
    then
        (
        set -x
        extract "$tarfile" &&
        ln -s "$file-$vrsn" "$file"
        ) || exit 1
    fi
done
)

if [ $? = 0 ]
then
    mkdir ${GCC_VER}-obj
    cd ${GCC_VER}-obj
    ../${GCC_VER}/configure --prefix="${TGT_DIR}" \
        CC="{CXX}"
    make -j8 bootstrap
fi

Make sure your version of tar supports all four different compressed file formats (.lz, .gz, .xz, .bz2), but since the standard Mac version of tar does that for me, it'll probably work for you too.

On 2017-09-27, I failed to build GCC 7.2.0 on macOS v10.13 (High Sierra) (using Xcode 9 for the bootstrap compiler) using the same script as worked on v10.12 (Sierra). The immediate error was a missing header <stack>; I'll need to track down whether my Xcode 9 installation is correct — or, more accurately, why it isn't correct since <stack> is a standard header in C++98 onwards. There's probably an easy fix; I just haven't spent the time chasing it yet. (Yes, I've run xcode-select --install multiple times; the fact that I had to run it multiple times because of network glitches may be part of the trouble.) (I got GCC 7.2.0 to compile successfully on 2017-12-02; I don't recall what gymnastics — if any — were required to get this to work.)

Time passes; version numbers increase. However, the basic recipe has worked for me with more recent versions of GCC. I have 7.3.0 (installed 2018-01-2), 8.1.0 (installed 2018-05-02), 8.2.0 (installed 2018-07-26), 8.3.0 (installed 2019-03-01) and now 9.1.0 (installed today, 2019-05-03). Each of these versions was built and installed on the current version of macOS at the time, using the current version of Xcode for the bootstrap phase (so using macOS v10.14.4 (Mojave) and Xcode 10.2.1 when building GCC 9.1.0).

First you need to install the Command-Line tools.

$ xcode-select --install

Then you probably want to install the headers from a specific .pkg in Terminal:

$ open /Library/Developer/CommandLineTools/Packages/macOS_SDK_headers_for_macOS_10.14.pkg

(yours is 10.15, so):

$ open /Library/Developer/CommandLineTools/Packages/macOS_SDK_headers_for_macOS_10.15.pkg

After finishing the installation you should have the headers you need to compile with your GCC.

You can install just the Xcode Command Line Tools, which includes a GCC Compiler, through Terminal. All you have to do is enter gcc into the Terminal and it should prompt you to install; only took a few minutes for me the other day.

Check out this tutorial for the full instructions: http://railsapps.github.io/xcode-command-line-tools.html