Glycine is the smallest, most polar amino acid due to -COOH and -NH2 groups on a molecule weighing 75g/mol. It's solubility in a given solvent is governed by the magnitude of the solvent-solute interaction. I'm sure you've heard of the term like dissolves like, meaning polar compounds are more soluble in polar solvents and vice versa. So the solubility of glycine will increase from ethanol to methanol to water as polarity increases.
Similarly you can think of solubility as the competition between lattice and hydration enthalpies. In lamens terms, how thermo dynamically favorable it is for glycine to be surrounded by solvent molecules as opposed to other glycine molecules. In the case of ethanol and methanol, it is less favorable for glycine ions to be surrounded by solvent so dissolution is not spontaneous.
