No it is a G major scale. The notes you are playing are in a G major scale: G-A-B-C-D-E-F#. Each 3-5-7 stretch (or equivalent) is a Major third, and the half step to the Perfect fourth occurs when you shift strings (so the third fret on the low E is down a P4 from the 3rd on the A string).
Each fret on a guitar is 1 half-step which is the same as saying a Minor second. So going up 2 frets is the same as a Major second, and a Major 3rd would be 4 frets. I'm not bombing or anything, but going up three frets is actually a major second and not a third.