Hope that thing's got warranty. Check if everything is wired properly.
Also, some GPUs need additional power so they need a cable straight from the PSU. Some of them have 4 pins, or even 8 pins. I remember I helped my roommate assemble a CPU but his GPU needed an 8 pin connector to the PSU, while he only had a 4 pin connector on his. His GPU operated at half power for a while which severely limited performance. Once his new PSU with the correct connector arrived and he got all 8 pins in, it was bliss.
so make sure your GPU is receiving enough power. even if it doesn't have a plug for a PSU cable, maybe the MOBO is also faulty.