Your example fragment is not quite correct, since it does not include an XML namespace binding for the xlink:
prefix. What you probably want is:
<g xmlns:xlink="http://www.w3.org/1999/xlink">
<a xlink:href="http://example.com" data-bind="121">lala</a>
</g>
You can unmarshal this attribute using the namespace URL:
XlinkHref string `xml:"http://www.w3.org/1999/xlink href,attr"`
Here is an updated copy of your example program with the namespace fix.