Complicated, roughly speaking Gamma rays range from ~100KeV enrgy and up. Alpha particles are around 5MeV (typically). Beta -energy varies from 1MeV to aound 20MeV (iirc, I know it is a range around the energy of the typical alpha particle).
The penetration power of the beta particle comes from its size. An electron is incredibly small compared to the 2-neutron, 2-proton alpha particle so if it carries the same energy it is moving a LOT faster.
To give an analogy a bullet has roughly the same energy as a baseball/cricket ball at 100mph, the baseball will bounce of your head. The bullet ..... won't.
The beta particle is the bullet / alpha baseball.
Gamma rays are dangerous for other reasons. HUGELY simplified they tend to 'miss' the atoms in your body. Most gamma rays will pass straight through a body without touching anything. It takes a direct hit on the atomic nucleus to stop them and since atoms are mostly empty vacuum this quite rare. When they do hit they transfer a lot of energy, and this hit can easily be on an atom/molecule deep within the body, wheras alpha particles rarely penetrate the first layer of skin and beta rarely more than 1mm.
Decay times are different beasts entirely. This is a measure of the stability of the radioactive atom producing the radiation so for example Caesium 137 half-life 30 years- beta emmission, Iodine 131, also a beta emitter half-life only 8 days.
(KeV/MeV kilo and mega electron volt - an ev is a measure of energy equivalent the the enrgy gained accelerating an electron through a potential difference of 1 Volt.)