The blog post you linked to says "Immediately we see that once the stack depth grows above a certain size (here 200/3 = 66), exceptions are always faster. This is not very interesting, because call stacks are usually not this deep (enterprise Java notwithstanding). For lower depths there is a lot of noise, especially for GCC ..." So ... not exactly "generally faster".
Also, the test is only for Linux. The same test on Windows/VC++ will probably run a lot slower ... again not "generally faster"