We propose a new framework for computing the embeddings of large-scale graphs on a single machine. A graph embedding is a fixed length vector representation for each node (and/or edge-type) in a graph and has emerged as the de-facto approach to apply modern machine learning on graphs. We identify that current systems for learning the embeddings of large-scale graphs are bottlenecked by data movement, which results in poor resource utilization and inefficient training. These limitations require state-of-the-art systems to distribute training across multiple machines. We propose Gaius, a system for efficient training of graph embeddings that leverages partition caching and buffer-aware data orderings to minimize disk access and interleaves data movement with computation to maximize utilization. We compare Gaius against two state-of-the-art industrial systems on a diverse array of benchmarks. We demonstrate that Gaius achieves the same level of accuracy but is up to one order-of magnitude faster. We also show that Gaius can scale training to datasets an order of magnitude beyond a single machine's GPU and CPU memory capacity, enabling training of configurations with more than a billion edges and 550GB of total parameters on a single AWS P3.2xLarge instance.