There isn't really a big difference between a 'custom response' and any other kind - the reason you think so is because, generally, custom responses are handled by a slow scripting language with 'heavy' initial setup, while, non-custom is handled by the native web container code (apache, etc).
In this case, you're doing everything native, so custom response == normal response.
This isn't something specific to Go either, you'd get the same using C code, delphi, or almost the same using Java (Java being not quite the same in practice, as most Java devs will use a heavyweight container such as Tomcat).
Good points. Likely C would be as fast, but a lot longer to code it. What I mean by custom is that every user gets a unique page. Unlike, say, Reddit, where concurrent users potentially see the same front page by default.