Li of Pennies (<-----Get it, it's half of life?)

Pretty soon we'll be conducting an experiment with pennies to demonstrate how half lives of substances occur. This will be a visual representation of radioactive decay, which we are learning about in class. One thing that really intrigues me is the fact that Gamma radiation is always present with Alpha or Beta... how does that work?
http://physics.tutorcircle.com/waves/gamma-decay.html