Geldings have a tendency to attach themselves to a mare very quickly. When you leave the barn, where is the mare? Could he be trying to get back to her? If so, it may be a good ideato seperate them occasionally to make the seperation easier. I'm no expert, it's just the first thing that came to mind as I've seen it occur over and over at our barn with other peoples horses.
"Dream big, Work hard and Have FAITH"
"When my story's told, I hope he'll say well done and welcome home." ~ Templeton Thompson