I've just send a pull request[1] with an Yesod implementation.
It runs pretty well, scoring similar to webgo for the JSON pong benchmark, is almost at the same level as grails for the 1 query benchmark and is slightly faster that Play for the last benchmark.
So, Yesod is in the same performance gap as Play or Grails, and is 3~4x faster that Django or Rails.
But I've tested those on a mono-core Virtual Box, and I know Yesod scales pretty well on a multi-threaded environment.
Also, keep in mind that most of the top performing frameworks are not fully featured web framework but asynchronous I/O libraries (netty, go, nodejs, vertx, ...) which implementations just write mindlessly the raw response directly on the socket whatever the HTTP request was.