Gif transparency will make ONLY ONE color transparent, therefore it cannot store aliasing transparency. You may fake it by using same background color as web page. Then it will look anti-aliased. In reality all anti-alias information is opaq, but it'll look ok when placed on *same* color background on web.
Just crate a layer below you text, fill it up with the same background color as web, Then export with selecting bg color as transparent color.
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