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Are there any performance issues between Cygwin GCC over the MSVC compiler on Windows?

Most people use gcc for Linux and the MSVC compiler on Windows. I recently installed the Cygwin GCC compiler on my Windows machine and use this.

Am I just curious if there is a difference in performance between the two? I mean, GCC cannot be installed directly on Windows, so the Cygwin package creates some Linux-like environment on Windows, and then GCC will use it. So is there a departure from this?

Does GCC on Linux and GCC with Cygwin on Windows have any performance difference?

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