We don't compare against Go pervasively. Benchmarking across languages is hard generally, but here is a result on a specific benchmark comparing several versions of OCaml benchmarks against Go and Rust on a Http server benchmark: https://github.com/ocaml-multicore/retro-httpaf-bench/pull/1....
If there are suggestions to make the Go and Rust versions, please feel free to tell us how in the issue tracker.
In short there should be very little performance difference against stock.
As KC has linked in a sibling comment there's a project going to explore using effects to write high performance IO libraries and that has some early benchmarks.