Glorfindel is confirmed as the same Elf in two separate passages in the History of Middle-earth (HoME).
First of all from The Return of the Shadow (Vol VI of HoME), written by Christopher Tolkien:
Also very notable is 'Glorfindel tells of his ancestry in Gondolin.'
Years later, long after the publication ofThe Lord of the Rings, my
father gave a great deal of thought to the matter of Glorfindel, and
at that time he wrote: '[The use of Glorfindel] in The Lord of the
Rings is one of the cases of the somewhat random use of the names
found in the older legends, now referred to as The Silmarillion,
which escaped reconsideration in the final published form of The
Lord of the Rings.' He came to the conclusion that Glorfindel of
Gondolin, who fell to his death in combat with a Balrog after the
sack of the city (II.192 - 4, IV.145), and Glorfindel of Rivendell
were one and the same: he was released from Mandos and returned to
Middle-earth in the Second Age.
Secondly, an essay from the People of Middle-earth (Vol XII of HoME) in Tolkien's own words detail how Glorfindel would be able return from death:
When Glorfindel was slain his spirit would then go to
Mandos and be judged, and then would remain in the Halls
of Waiting until Manwe granted him release. The Elves were destined to be by nature 'immortal', within the unknown
limits of the life of the Earth as a habitable realm, and
their disembodiment was a grievous thing. It was the duty,
therefore, of the Valar to restore them, if they were slain, to
incarnate life, if they desired it - unless for some grave
(and rare) reason: such as deeds of great evil, or any works
of malice of which they remained obdurately unrepentant.
they were re-embodied they could remain in Valinor, or
return to Middle-earth if their home had been there. We can
therefore reasonably suppose that Glorfindel, after the
purging or forgiveness of his part in the rebellion of the
Noldor, was released from Mandos and became himself again, but remained in the Blessed Realm - for Gondolin was destroyed and all or most of his kin had perished.
Tolkien has a couple of theories as to when Glorfindel returned:
We could then reasonably suppose that Glorfindel (possibly as one of a small party, more probably as a sole companion) landed with Gandalf - Olorin about Third Age 1000.
We may then best suppose that Glorfindel returned during the Second Age, before the 'shadow' fell on Numenor, and while the Numenoreans were welcomed by the Eldar as powerful allies.