I have read about the speed performance of AES_128_GCM on specific processors Intel and AMD that support AES New Instruction set. As compared with CMAC and HMAC is it relatively slow for other processors such as ARM9 board or cryptographic hardware?
GCM is sometimes called a 1.5 pass AEAD cipher, where the CTR encryption counts for 1 and the GMAC counts for 0.5. So you would indeed expect it to be faster than encryption + CMAC and HMAC with regards to the amount of CPU instructions.
That is: as long as the encryption is using AES for both solutions. GCM requires a 128 bit block cipher while CMAC and HMAC could also work with a fast stream cipher.
If the hardware however doesn't support 32 bit multiplications the speed may drop significantly, so it's not that great on embedded processors with a 8 or 16 bit ALU. ARM however is 32 (for ARM9) or 64 bit so it should be relatively fast on one.
Note that there may be rather big differences with regards to implementation. It's definitely recommended not to take anything for granted and test which authenticated cipher is fastest in practice.