Grand prix won't charge when it is very cold, why?

Got a new battery.  In the summer runs fine.
When it gets below freezing, dash and
lights run dim, and battery lite comes on.
After it runs for a while everything will get
bright and it will charge normally.  I ran it to
Chicago from WI twice this weekend,  no
problems.  I can even shut it off for an hour
or two with no problems.  Overnight or for
more than 4 hours in the freezing cold and
it starts fine, but doesn't charge.  It will
usually drain the battery before the
charging kicks in. But if I jump it and let it
run until warm, then all is well. Also, revving
it when the battery light comes on will solve
the issue for a minute other two.  Once it
kicks in, dash and lights brighten up and
charges normal.  Had the alternator
checked[while warm] and it was putting out
120 amps.