It is commonly said that performance is generally faster under Linux based operating systems, both during regular program operation and rendering.

Linux is also commonly said to consume less resources than other operating systems, leaving more available memory and processing power available for applications to use.

According to [this recent article][1]'s benchmarks, Cycles GPU rendering is generally considerably faster under Linux than Windows for the same hardware configurations.

**Edit :**
Have in mind that your mileage may vary and not all hardware/software combinations behave the same under each operating system or for all types of tasks. Dual booting may still be a better solution, also considering the diverse availability of software for each platform.


  [1]: http://lionrender.com/2016/06/16/top-gpu-cards-performance-comparison-in-blender-gtx1080-titan-x-and-gtx980ti/