I have a 2000 Volvo S40 and I think it's to be expected when it's very cold out. All cars, especially 4 cylinders, have to work really hard when it's cold outside.
I say, unless it stalls on you, don't worry about it!
I have an 07 Cobalt and i sometimes experience that. The car has a 4 cylinder engine its to be expected. When its cold, an engine make more power which could explain why it doesnt do it when its cold out.
Not typical behavior That sucks with a new car and all.
How is the oil level?
Air filter good?
High milage Recent tune up?
Any check engine lights?
CAr is till under warranty, perhaps a visit to GM's service department?