Examples of hard instances for Goemans and Williamson algorithm
I guess this reference is about what you ask:


  N. Alon, B. Sudakov, and U. Zwick. Constructing worst case instances for semidefinite programming based approximation algorithms. SIAM Journalon Discrete Mathematics, 15:58–72, 2002.


This is an excerpt from it (p.60):


  ... we present the construction of the
  graphs that show that the local analysis of the MAX CUT algorithms of [GW95]
  and [Zwi99] are tight.