You mean, was there another chapter composed entirely of psykers, probably using a geneseed created using the Emperor's DNA, training specifically to destroy daemons, and equipped with advanced weapons and equipment supplied directly by Mars to complete their task?
I am going to go out on a limb here and say NO. My reasons are simple, and will appear in a nifty list format:
1) It is suggested the Grey Knights were formed right after the Horus Heresy to deal specifically with the very real threat of Chaos and daemons. Before the siege of Terra, few within the Imperium knew about daemons. Then the Forces of Horus brought the Codex Chaos Daemon to the siege of Terra and unleashed them in Apocalypse game after Apocalypse game. Thus the need for the Grey Knights was seen, and their codex was created.
2) If the Grey Knights were created right after the Horus Heresy, then there were no 'Chapters' as you understand them. Their were Legions, which were many times larger and far cooler then Chapters. Now, some fluff says the these Legions were broken down into things resembling Chapters (which contained companies), but I think that was just the authors being stupid and trying to tie things to the current 40k understanding of how marines are broken down. But that is another argument.
3) The closest thing that could have resembled the Grey Knights would have been either the Adeptus Custodian, who are like super-marines and the Emperor's personal bodyguard. But they didn't hunt daemons, didn't have force weapons, and wore gold instead of silver. Also, each Legion probably had a group of elites that were about as cool as the GKs. Sorta like super-honor guard. Small force.
That help answer your question?
Well, that is my $0.03 worth (damn you weak american dollar!)