No. Guru Ji wasn't a Hindu, Muslim or Sikh. Guru Ji was enlightened by God directly. Guru Nanak Dev Ji was the first Guru and God was Guru Nanak Dev Ji’s Guru. If Guru Nanak Dev Ji was a Muslim, they would've killed Guru Ji for being a bad Muslim. For more information on this topic, refer to the four-part video series Was Guru Nanak Muslim?