While it is possible and very cool to do PCI pass-through for GPUs, a huge problem with this approach is that online games have anti-cheat that checks to see if the game is running in a VM. So games without that mostly games that are single player will work but anything networked will likely not.

While it’s absolutely possible to play the cat and mouse game where you beat the Anti-cheat engine, It’s frankly an awful lot of work for such little benefit. You’re better off just using the service like GeForce Now Or something similar for networked games.