Increased thermal load, absolutely zero performance gain. You may actually see a decrease in performance if you don't have adequate cooling because the proc may end up thermal throttling to protect itself. There's also the surround components like the VRM's to consider, particularly if you have a water cooler, as they don't provide enough secondary cooling.
If that isn't enough, consider this: the extra heat that chip would be dumping out, even with good cooling, has to go somewhere... That's usually the room in which you & your system are located. That translates to higher ambient temperatures & depending on your locale & the cost of maintaining a comfortable setting by whatever available climate control, it's likely not worth it.
Insufficient cooling probably will reduce the lifetime of your processor, however.