Djokovic has only lost 5 times against Nadal and Federer in Grand Slam Finals.
The US Open final in 2007 as a 19 year old against a prime Federer, the US Open final in 2010 against a prime Nadal, the French Open final in 2012 against Nadal (the best clay player in tennis history by far - nobody is even close), the US Open final against Nadal in 2013, and the French Open final in 2014 against Nadal.
He is 16-9 in Grand Slam finals.
4-1 in Grand Slam finals against Federer.
4-4 against Nadal in Grand Slam finals.
I would still claim that a prime Nadal is the greatest of the 3 but (2008 Wimbledon final comes to mind) his knee injuries ruined the length of his prime. If not for those injuries I don't think that he would "only" have had 18 Grand Slam titles so far but probably significantly more than the 20 that Federer has.
Anyway as I wrote earlier, Djokovic will beat all the records. Already very close. Can only see Nadal challenge him as I don't think that Federer will win another Grand Slam before he retires. Today was his chance.
The numbers don't lie. "Only" 4 Grand Slams (Australian Open in 2017 and 2018 and Wimbledon in 2012 and 2017) in the past 10 years from the guy that many consider as the GOAT. Too little IMO. Let us not forget that Federer's rivals early in his career (when he was collecting Grand Slam titles) were never as good as Djokovic and Nadal in the past 10-15 years have been. Galaxies apart really. When Nadal came onto the tennis scene he was competing against a prime Federer for instance. Later the 1 year younger Djokovic came onto the scene although not dominating as early as say Nadal did. A "bit" different than competing against the likes of Roddick, Hewitt, Baghdatis, Safin, Philippoussis etc. with all due respect.
Federer's technique and charisma is second to none and he has always had the reputation of a darling of the masses. Not to mention his longevity. For now he has the most Grand Slam titles as well but I would not consider him as the GOAT at all. I rate Nadal and Djokovic higher all things taken into consideration. If I am not wrong both Nadal and Djokovic have a superior head to head statistic when measuring up against Federer as well.
Anyway we have all been blessed for having had the fortune of following the 3 greatest tennis players (IMO) of all-time at the same time for most of the past 15 years. A shame that the young talent is nowhere near close to that legendary trio. Would have made things a bit more interesting.