I saw it out of the bedroom window. Here it is on the first loop, probably near Bath.
I had a look on http://www.flightradar24.com/ There's a historical feature on there, if you have the inclination. I think it was called 'GLEX'.
It showed it heading back North East, before heading South East towards Gatwick. It then looped round and did it all again. We saw it about an hour later, following a very similar track.
Decided as it was transfer deadline day, it was a premiership footballer waiting for that multi-million pound deal to be signed.