No she doesn't she only wears is one color and that's turquoise.

@@swagcoolio I think the colors match the player mii's color when they catch someone.

Gwen wears black while the player color isn’t black. This goes for any other Miis skydiving as well. If the player color is yellow, then others Mii wearing yellow will change colors.

"We've reached out jump altitude 13 thousand feet prepare to jump" Mii: roger

A bit small