Notice that Go, compiled with the Plan 9 compilers, performs as well as Java in 7 of 11 tests and uses as much as 1/15 of its memory. All in all, not that bad.
From what I can tell, on the Language Shootout, only C, C++ and Fortran beat Java.
N.B. I think I only looked at benchmarks for x64 quad core.
http://benchmarksgame.alioth.debian.org/u32/benchmark.php?te...
Here are the results on a x64 quad: http://benchmarksgame.alioth.debian.org/u64q/benchmark.php?t...
Overall Go loses here aswell, but it does much better than in the comparison you linked, and like others have mentioned Go is still very young compared to Java.
Also, glancing at the tests where Go does really bad against Java they seem to be tests which rely much on runtime functionality, and the Java runtime/VM has had a very long time (+10 years?) in which to improve to it's current state.