A few days ago, YoYoGames released some new features in the beta channel that will be a part of GameMaker Studio 1.2. I took a few minutes today to test out the new YoYoCompiler.
I tried rebuilding my Radar demo project with the YYC, and found that I was able to get up to 8000 objects with it still running at ~30fps on my workhorse Lenovo Thinkpad T61p, 2GHz Core2 Duo, 8GB RAM, purchased in 2007. When I tried to run 40,000 objects in my radar demo, fps dropped to around 6-7. Presumably on a modern Core i7 CPU, one would expect to achieve much greater performance than this.
Using the old compiler, on this same hardware I was getting about 27-28 fps with just 4000 objects in my Radar demo, so it looks like the new compiler is giving about a 200% performance boost for this project. Not bad!
Of course the exact improvement depends greatly on the implementation details of a specific project.