I played Tomb Raider on both OS X and on boot camp. The performance and graphical quality difference is HUGE. On Windows 10, Tomb Raider runs smoothly and looks great at 1920x1200 on high quality preset with an avg. of 43 FPS. Trying the same resolution and quality on El Capitan, it became clear to me that gaming is mediocre at best on OS X. At 1920x1200 on high quality, Tomb Raider is barely playable on OS X with an avg. of 29 FPS, not to mention the game somehow feels less immersive due to the omission of finer graphical details.
Also, I have L4D2 on both El Capitan and Windows 10 boot camp. Once again, L4D2 runs better in Windows, with higher graphical quality and runs smoothly at full HD resolutions. It's totally fine on El Cap too since it runs buttery smooth, but that's expected since it's a game released more than half a decade ago. I've never played CS:GO so I have nothing to say about that. But I've heard it runs well on OS X - from friends who have the game.
Well, gaming on OS X will only get better since Apple announced Metal for Mac. The only question is when game developers will update their games with Metal. Until then, I'm sticking to boot camping Windows 10 for all my gaming needs. Looking forward to playing great games like Rise of the Tomb Raider and Overwatch when they're released for Windows in early 2016. Games that users without boot camp have to wait for at least a year or so if they eventually arrive on OS X.