It was a problem with AdBlock. I disabled it and now it loads it normally.
yagudaev suggests (read answers below) that in order to keep AdBlock from blocking Google Analytics, you need to edit the snippet provided and explicitly use https:// instead of the protocol-relative URL by default. This means changing
'//www.google-analytics.com/analytics.js'
into
'https://www.google-analytics.com/analytics.js'
Example:
<script>
(function(i,s,o,g,r,a,m){i['GoogleAnalyticsObject']=r;i[r]=i[r]||function(){
(i[r].q=i[r].q||[]).push(arguments)},i[r].l=1*new Date();a=s.createElement(o),
m=s.getElementsByTagName(o)[0];a.async=1;a.src=g;m.parentNode.insertBefore(a,m)
})(window,document,'script','https://www.google-analytics.com/analytics.js','ga');
ga('create', 'UA-XXXXX-XX', 'auto');
ga('send', 'pageview');
</script>