The issue with Proton is that it’s designed to work within Steam, sandboxed, and with Valve’s runtimes. There’s also a lot of hacks Steam uses to make games work on a per game basis based on the game’s steamid.

It doesn’t do that in Heroic. Which is why umu has been developed, its purpose is to run Proton outside of Steam but still be properly sandboxed and use Valve’s runtimes. It also has a database so that the same hacks used to make a game work on Steam are also applied to the GOG or Epic Games version.

Heroic doesn’t use Proton by default. Currently, it uses WineGE 8.26, which is rather old. But they plan on switching to Proton-GE once their umu integration is stable. It’s been working well for me in Skyrim.

On AMD, it’s not uncommon for games to perform better than on Windows.

For Nvidia, games almost always perform worse than on Windows.