Blood glucose value prediction is an important task in diabetes management. While it is reported that glucose concentration is sensitive to social context such as mood, physical activity, stress, diet, alongside the influence of diabetes pathologies, we need more research on data and methodologies to incorporate and evaluate signals about such temporal context into prediction models. Persongenerated data sources, such as actively contributed surveys as well as passively mined data from social media offer opportunity to capture such context, however the self-reported nature and sparsity of such data mean that such data are noisier and less specific than physiological measures such as blood glucose values themselves. Therefore, here we propose a Gaussian Process model to both address these data challenges and combine blood glucose and latent feature representations of contextual data for a novel multi-signal blood glucose prediction task. We find this approach outperforms common methods for multi-variate data, as well as using the blood glucose values in isolation. Given a robust evaluation across two blood glucose datasets with different forms of contextual information, we conclude that multi-signal Gaussian Processes can improve blood glucose prediction by using contextual information and may provide a significant shift in blood glucose prediction research and practice.