Setup

Ricardo's data generation as a function

makeSomeData <- function(nrow = 100, ncol = 100) {
    set.seed(1)
    LLLL <- apply(expand.grid(LETTERS, LETTERS[10:15], LETTERS[1:20], LETTERS[1:5], 
        stringsAsFactors = FALSE), 1, paste0, collapse = "")

    size <- nrow
    dateSamples <- nrow

    startDate <- as.Date("1980-01-01")

    Name <- apply(matrix(LLLL[1:(2 * size)], ncol = 2), 1, paste0, collapse = "")
    Code <- sample(1000:max(10000 - 1, size + 1000), length(Name))
    CURRENCY <- sample(c("USD", "EUR", "YEN"), length(Name), TRUE)

    Dates <- seq(startDate, length.out = dateSamples, by = "mon")
    Values <- sample(c(1:100, 1:500), size = size * dateSamples, TRUE)/100

    data <- data.frame(Name, Code, CURRENCY, matrix(Values, ncol = length(Dates), 
        dimnames = list(c(), as.character(Dates))), check.names = FALSE)
    data
}

The benchmarking commands

library(data.table)

library(rbenchmark)
DT <- quote({
    nvc <- c("Name", "Code", "CURRENCY")
    dateCols <- setdiff(names(data), nvc)
    rbindlist(lapply(dateCols, function(d) {
        dtt[, `:=`(Date, d)]
        cols <- c(nvc, "Date", d)
        setnames(dtt[, cols, with = FALSE], cols, c(nvc, "Date", "value"))
    }))
})
Manual <- quote(data.frame(data[1:3], Date = rep(names(data)[-c(1, 2, 3)], each = nrow(data)), 
    value = as.vector(as.matrix(data[-c(1, 2, 3)]))))

Benchmarking

1000 x 8003

data <- makeSomeData(1000, 8000)
dtt <- data.table(data)
suppressWarnings(benchmark(DT = eval(DT), Manual = eval(Manual), replications = 1, 
    columns = c("relative", "test", "elapsed", "user.self", "sys.self", "replications"), 
    order = "relative"))

##   relative   test elapsed user.self sys.self replications
## 2     1.00 Manual   0.248     0.236    0.008            1
## 1     6.54     DT   1.622     1.604    0.004            1

rm(data, dateCols, nvc, dtt)

1500 x 8003

data <- makeSomeData(1500, 8000)
dtt <- data.table(data)
suppressWarnings(benchmark(DT = eval(DT), Manual = eval(Manual), replications = 1, 
    columns = c("relative", "test", "elapsed", "user.self", "sys.self", "replications"), 
    order = "relative"))

##   relative   test elapsed user.self sys.self replications
## 2    1.000 Manual   0.558     0.412    0.076            1
## 1    5.188     DT   2.895     2.620    0.024            1

rm(data, dateCols, nvc, dtt)

2000 x 8003

data <- makeSomeData(2000, 8000)
dtt <- data.table(data)
suppressWarnings(benchmark(DT = eval(DT), Manual = eval(Manual), replications = 1, 
    columns = c("relative", "test", "elapsed", "user.self", "sys.self", "replications"), 
    order = "relative"))

##   relative   test elapsed user.self sys.self replications
## 2    1.000 Manual   1.025     0.696    0.096            1
## 1    3.636     DT   3.727     3.588    0.016            1

rm(data, dateCols, nvc, dtt)

2500 x 8003

data <- makeSomeData(2500, 8000)
dtt <- data.table(data)
suppressWarnings(benchmark(DT = eval(DT), Manual = eval(Manual), replications = 1, 
    columns = c("relative", "test", "elapsed", "user.self", "sys.self", "replications"), 
    order = "relative"))

##   relative   test elapsed user.self sys.self replications
## 2    1.000 Manual   3.084     0.972    0.388            1
## 1    1.614     DT   4.977     4.729    0.060            1

rm(data, dateCols, nvc, dtt)

2750 x 8003

data <- makeSomeData(2750, 8000)
dtt <- data.table(data)
suppressWarnings(benchmark(DT = eval(DT), Manual = eval(Manual), replications = 1, 
    columns = c("relative", "test", "elapsed", "user.self", "sys.self", "replications"), 
    order = "relative"))

##   relative   test elapsed user.self sys.self replications
## 1     1.00     DT   5.381     5.277    0.056            1
## 2     1.38 Manual   7.428     1.268    0.412            1

rm(data, dateCols, nvc, dtt)

3000 x 8003

data <- makeSomeData(3000, 8000)
dtt <- data.table(data)
suppressWarnings(benchmark(DT = eval(DT), Manual = eval(Manual), replications = 1, 
    columns = c("relative", "test", "elapsed", "user.self", "sys.self", "replications"), 
    order = "relative"))

##   relative   test elapsed user.self sys.self replications
## 1    1.000     DT   5.806     5.693    0.072            1
## 2    4.184 Manual  24.291     1.592    0.700            1

rm(data, dateCols, nvc, dtt)