This is probably a stupid question, but when I use nginx to proxy and HTTP request to a server in another geographic location, does the HTTP response go directly to the requester's IP address or does it route back through the nginx proxy server?

I'm getting ready to split my site into two locations (West Coast and East Coast of the US) and I want to redirect requests to the closest geographic server, but don't want the bandwidth for the response to go through the original request server.

I think the bandwidth from the response server would be direct to the requester and not the request server, but I just want to make sure. Otherwise, geographic load serving woulldn't be very useful.