TL;DR: An extension to Homebrew allows you to install gems globally on your machine, thus brew gem install jekyll. Install brew install brew-gem to use.
I discovered a project called brew-gem which simplifies the gem install process for gems which are system-wide. It installs the gem and its dependencies in an isolated directory and creates an executable stub in /usr/local/bin. This means you can brew gem install jekyll and have Jekyll and all its dependencies installed without rvm/rbenv or any other manager! No sudo needed, either.
Apple bundles Ruby on its Macs, but Homebrew also supplies Ruby so you can pass the flag --homebrew-ruby to use Homebrew’s Ruby (i.e. from brew install ruby) or pass --system-ruby to use the system Ruby version. By default, brew gem uses the Homebrew Ruby version if it’s installed.
Next time you need a utility written as a Ruby gem, try brew gem install!