When you fight against someone, the experience you earn is the same as their level. If you faught a level 3 Gladiator, you would then earn 3 exp. Keep in mind that fights do not usually result in death, and there is no clear-cut winner, but expect at least a few of the Gladiators you purchase to fail in the throws of battle and die.
Below is the experience chart.
Level 1 : 0
Level 2 : 5
Level 3 : 15
Level 4 : 30
Level 5 : 50
Level 6 : 75
Level 7 : 105
Level 8 : 140
Level 9 : 180
Level 10 : 225
When a Gladiator levels up, they will receive 3 stat points. And you get to choose where those points are allocated. They can be used for anything but Exp and Gold.
Once a Gladiator reaches level 10, you are given a choice. Will they go free, or will they take over as the new Master (allowing you to retire).