Suggestion
CoCreateGuid is in ole32.dll, and is a simple forwarder to UuidCreate in rpcrt4.dll. Swapping GUID::new to call UuidCreate directly would allow people to use GUIDs for things outside of COM without needing to link against the COM libraries.
ole32.dll is not always available in every Windows edition, but rpcrt4.dll currently is. It would be nice for the GUID class to not statically link to ole32.dll for those of us targeting the smaller Windows editions.