If you really dont have tar available, you can use gzip to create a backup of a directory using the option (-r - recursively), but maybe it is not exactly what you're expecting for...
First you will need to copy your directory to another name, if you want to keep the original directory untouchable.
#cp -a directory my_gzip_alone_backup
Second, you will compress all the files on the directory recursively(-r).
#gzip -r my_gzip_alone_backup
Now lets take a look inside the my-gzip-alone-backup. You will not have a single file myfile.gz as you are expecting for, but a lot gziped files recursively. But it is not good to do that with etc because of symlinks...
To uncompress the directory the same logic can be applied with gunzip.
Another way is to convert the directory into a single file, if you don't have tar to do that, but have the dd util, like demonstrated in this post : http://askubuntu.com/questions/626634/converting-a-file-to-directory