I had a Golden Retriever/Lab cross that I got from the animal shelter. At least the vet said he was a cross, but he looked like a Golden to me. A better, more loyal and sweet natured dog you would never find. He even bathed my old cat and they slept together. When she died, he mourned. When my children got me a kitten, he raised it. When my husband died, he never left my side. He was also very gentle with the grandchildren. They could do anything to him and he never complained. He was my loyal companion until he was killed by a car just a few months after my husband died. He had never gone to the road before.
I know what you mean about your Golden never leaving your side when you are feeling sad. I've had two of them like that! Golden Retriever Rescue of Wisconsin calls "crosses" like yours "Honorary Goldens!"
The Labs and the Goldens have some common ancestors, it can be a good cross.