Resonant second harmonic generation between 1550 nm and 775 nm with outside efficiency $> 4.4times10^{-4}, text{mW}^{-1}$ is demonstrated in a gallium phosphide microdisk cavity supporting high-$Q$ modes at visible ($Q sim 10^4$) and infrared ($Q sim 10^5$) wavelengths. The double resonance condition was satisfied through intracavity photothermal temperature tuning using $sim 360,mu$W of 1550 nm light input to a fiber taper and resonantly coupled to the microdisk. Above this pump power efficiency was observed to decrease. The observed behavior is consistent with a simple model for thermal tuning of the double resonance condition.
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