The electronic conductance of a benzene molecule connected to gold electrodes via thiol, thiolate, or amino anchoring groups is calculated using nonequilibrium Green functions in combination with the fully self-consistent GW approximation for exchange and correlation. The calculated conductance of benzenedithiol and benzenediamine is one-fifth that predicted by standard density functional theory (DFT), in very good agreement with experiments. In contrast, the widely studied benzenedithiolate structure is found to have a significantly higher conductance due to the unsaturated sulfur bonds. These findings suggest that more complex gold-thiolate structures where the thiolate anchors are chemically passivated by Au adatoms are responsible for the measured conductance. Analysis of the energy level alignment obtained with DFT, Hartree-Fock, and GW reveals the importance of self-interaction corrections (exchange) on the molecule and dynamical screening at the metal-molecule interface. The main effect of the GW self-energy is to renormalize the level positions; however, its influence on the shape of molecular resonances also affects the conductance. Non-self-consistent G(0)W(0) calculations, starting from either DFT or Hartree-Fock, yield conductance values within 50% of the self-consistent GW results.