Stop adding all of those panels. Use one panel, and add the check boxes to that panel, and set the alignment on that panel. I have modified your GUI constructor.
public GUI() {
window.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);
window.setExtendedState(window.MAXIMIZED_BOTH);
window.setVisible(true);
window.add(mainPanel);
mainPanel.setLayout(new GridLayout(5, 1));
mainPanel.setAlignmentY(JComponent.LEFT_ALIGNMENT);
check[0] = new JCheckBox("red");
check[1] = new JCheckBox("violet");
check[2] = new JCheckBox("pink");
check[3] = new JCheckBox("magenta");
check[4] = new JCheckBox("every color");
for (int i = 0; i < 5; i++) {
mainPanel.add(check[i]);
}
}