I'm running my Windows KVM on a GTX 1080, and it took months and months to work out all the little kinks causing system instability... now it runs quite smooth. I could never ever go back.
I've been slowly collecting blog posts and articles with the idea of writing an updated guide to making a completely stable and optimized VM with vfio, hugetables, reduced DPC latency, bridged networking, etc., written for audiences that aren't too familiar with Linux.
It would benefit adoption really well if someone unfamiliar with Linux could visit a single resource that explains everything they need to know.
Once you have hardware, there are lots of resources for pulling it off:
https://www.kernel.org/doc/Documentation/vfio.txt
https://www.redhat.com/archives/vfio-users/
https://wiki.archlinux.org/index.php/PCI_passthrough_via_OVM...
I have gotten around this with a virtualized Windows installation for CAD applications. The Windows VM goes online for software activation only.
With VFIO, a dedicated graphics card, and an nVME SSD I don't feel any performance degradation. The graphics card and nVME drive are passed directly to the VM. Some simple benchmarks show there is ~3% performance decline in the VM vs booting it native, but I don't "feel" it.
Granted, picking VFIO compliant hardware and setting everything up is far outside the ability of the average Windows user.