That's what Go advocates always say, but, for a static language with tight memory structures, it's not that fast at all.
Now, he does compile with gcc go, which is faster, but using the go tool I frequently find for lots of use cases it's about 50-100% faster than Python, or 2-5 times slower than Java.
Not every impressive -- it probably needs a better compiler with more optimizations and a better GC.
When you point that out the the golang mailing list, it's mostly met with la-la-hands-in-the-ears denial, and suggestions to rewrite your program in a smarter way and micro-optimize it. But I don't want to find the optimal algorithm for something -- I want to compare speed, and for that same-ish algorithms in same-ish languages are fine.
(Though, Russ Cox said the current HEAD has a lot of optimizations and is quite faster, so things might be improving there).