I was using linux for gaming until recently. I need to repair it, and also have been using some windows centric software. So booting mainly into windows right now.
But one thing I noticed was that on nvidia blob drivers at least (cannot attest to amd), in FPS games, where every millisecond does count. There's definitely a bit more latency on linux compared to windows. Enough to feel it for sure.
Otherwise almost everything (windows store games being mostly the exception) worked fine or could be made to run fine in linux and performance aside from what I am feeling as added latency was on par and sometimes better than windows.