The treasure in One Piece is at the end of the Grand Line. But isn't that the same as the beginning? Assuming the world in the One Piece universe is round, then there is not really a beginning or an end of the Grand Line.

The Straw Hats started out from the first half and are now sailing across the second half.

Wouldn't it have been quicker to set sail in the opposite direction from where they started?
No, there is a reason why they can't. 

Basically the New World is beyond the Red Line, but you cannot "walk" on it, or cross it. It's a huge continent, very tall that you cannot go through. You can't cross the Calm Belt either, unless you have some form of locomotion such as the Navy or Boa Hancock.

So the only way is to start from one of the Four Seas, then to go the Reverse Mountain and follow the Grand Line until you reach Raftel, which supposedly is where One Piece is located.