We demonstrate the simultaneous generation of second and third harmonic signals from a telecom wavelength pump in a gallium phosphide (GaP) microdisk. Using analysis of the power scaling of both the second and third harmonic outputs and calculations of nonlinear cavity mode coupling factors, we study contributions to the third harmonic signal from direct and cascaded sum frequency generation processes. We find that despite the relatively high material absorption in GaP at the third harmonic wavelength, both of these processes can be significant, with relative magnitudes that depend closely on the detuning between the second harmonic wavelengths of the cavity modes.