Gandalf was sent back by , I assume, the Valar, who sent him in the first place. This is because he had not yet finished his task, which was to oppose Sauron and save Middle-Earth from him. The fact that he was sent back as a white wizard, instead of a gray, would tell you something if you had done your research. The "wizards", or Istari, are ranked by color of their robes. Saruman has white robes because he is the most powerful. Gandalf has grey, because he is less powerful, but still one of the most powerful, possibly the second most powerful of the five. When he was sent back to Middle-Earth as a white Istari, he gained a significant amount of power that came with the rank, or the other way around, however you see it. So, it is expected that he would be more powerful after his return.