Usually on an AMD GPU things run better. Then you look at the API. If it's a DX9/DX10/DX11 game it will most certainly run better on Linux. On the other hand if it's a DX12 game you will probably get the same performance most usually and +-10% in a few cases.

So the main thing to remember is to use an AMD GPU on Linux. If you're on Nvidia you're better off with Windows most probably, unless you care enough for the workflow benefits Linux offers.

After that, it should be smooth sailing.