HI!

You need to edit: wp-content/themes/thegem/css/thegem-preloader.css 

Or use next css:

body #page-preloader {
    background: #2c2e3d;
}
body #page-preloader .page-preloader-spin,
body .block-preloader .page-preloader-spin,
body .preloader-spin {
    border: 2px solid transparent;
    border-top-color: #b9b7ff;
}
body .preloader-spin {
    border-top-color: #b9b7ff;
}
body #page-preloader .page-preloader-spin:before,
body .block-preloader .page-preloader-spin:before,
body .preloader-spin:before {
    border: 2px solid transparent;
    border-top-color: #00bcd4;
}
body .preloader-spin:before {
    border-top-color: #00bcd4;
}
body #page-preloader .page-preloader-spin:after,
body .block-preloader .page-preloader-spin:after,
body .preloader-spin:after {
    border: 2px solid transparent;
    border-top-color: #a3e7f0;
}
body .preloader-spin:after {
    border-top-color: #7b97ab;
}