With its electrically tunable light absorption and ultrafast photoresponse, graphene is a promising candidate for high-speed chip-integrated photonics. The generation mechanisms of photosignals in graphene photodetectors have been studied extensively in the past years. However, the knowledge about efficient light conversion at graphene pn-junctions has not yet been translated into high-performance devices. Here, we present a graphene photodetector integrated on a silicon slot-waveguide, acting as a dual-gate to create a pn-junction in the optical absorption region of the device. While at zero bias the photo-thermoelectric effect is the dominant conversion process, an additional photoconductive contribution is identified in a biased configuration. Extrinsic responsivities of 35 mA/W, or 3.5 V/W, at zero bias and 76 mA/W at 300 mV bias voltage are achieved. The device exhibits a 3 dB-bandwidth of 65 GHz, which is the highest value reported for a graphene-based photodetector.