In my opinion, this is the kind of things that Linux ecosystem lacks the most. And I don't mean gaming, but quality of life kind of thing. Switching CPU governors back and forth just for juicing out the last bit of performance is no fun. Nevertheless, GameMode provides much more than just CPU tweaking.
Need more CPU power? Set your governor to performance. Wanna save money on utility bills? Then powersave it is. Changing CPU governor and frequency can be easily done on Linux by using cpupower. And it supports both AMD and Intel CPUs, using native modules like intel_pstate and acpi-cpufreq for best optimization.