I'm torn as I think giving it at the White House would be equally powerful, as it would remind all his enemies that he's still there, still in the White House.
But I do think giving the speach would be super epic, it would be off the charts to have it there, considering its history.
Compare either location with that senile prick Biden. giving his acceptance speach from his basement.
It is quite moving. On a hot summer day you can also somewhat sympathize with what those poor boys in wool uniforms had to experience weather-wise. It was 87 degrees at the time of Pickett's charge.