Run in release config, without optimizations, without debugger & ignore results from first build. (And obviously don't have anything running in the background).

Benchmark

using System;
using System.Globalization;
using System.Diagnostics;
using System.Runtime.InteropServices;
using System.Threading;



// WARNING: For the code below to exacute properly (without getting a SOE) this program must be
// a full-trust app; see, project properties > security > enable "ClickOnce security setting"
// and check the "This is a full trust application" radio button.



namespace C_Sharp_Benchmarker
{
    class Program
    {
        private const long testIterations = 100;
        private const long repeatIterations = 20;

        public static void Main(string[] args)
        {
            new Thread(() => 
            {
                var r1 = 0M;
                var r2 = 0M;
                var r3 = 0M;

                for (long i = 0; i < repeatIterations; i++)
		{
		    r1 += Test1();

		    r2 += Test2();

		    r3 += Test3();

		    Console.WriteLine();
	        }

	        Console.Write("\n\nTest 1 total duration: " + r1.ToString() + "\nTest 2 total duration: " + r2.ToString() + "\nTest 3 total duration: " + r3.ToString() + "\n\nFastest: ");

	        if (r1 < r2 && r1 < r3) Console.WriteLine("Stack");
	        if (r2 < r1 && r2 < r3) Console.WriteLine("Global");
	        if (r3 < r1 && r3 < r2) Console.WriteLine("Heap");

	        Console.ReadLine();	
	    }, 50000000).Start();	
        }

        public static long Test1()
        {
            Console.Write("Running test 1.....");

	    var s = new Stopwatch();

            s.Start();



	    for (long i = 0; i < testIterations; i++)
	    {
	        TestMethod1();
	    }



            s.Stop();

	    Console.WriteLine("Duration: " + s.ElapsedMilliseconds.ToString(CultureInfo.InvariantCulture) + " milliseconds");

	    return s.ElapsedTicks;
        }

        public static long Test2()
        {
	    Console.Write("Running test 2.....");

	    var s = new Stopwatch();

	    s.Start();



	    for (long i = 0; i < testIterations; i++)
	    {
		TestMethod2();
	    }



	    s.Stop();

	    Console.WriteLine("Duration: " + s.ElapsedMilliseconds.ToString() + " milliseconds");

	    return s.ElapsedTicks;
        }

        public static long Test3()
        {
	    Console.Write("Running test 3.....");

	    var s = new Stopwatch();

	    s.Start();



	    for (long i = 0; i < testIterations; i++)
	    {
	        TestMethod3();
	    }



	    s.Stop();

	    Console.WriteLine("Duration: " + s.ElapsedMilliseconds.ToString() + " milliseconds");

	    return s.ElapsedTicks;
        }



        public static unsafe void TestMethod1()
        {
	    float* samples = stackalloc float[1250000];
	
	    for (var ii = 0; ii < 1250000; ii++)
	    {
	        samples[ii] = 3.39060927590325f;
	    }
        }

        public unsafe static void TestMethod2()
        {
	    var ptr = Marshal.AllocHGlobal(50000000);

	    try
	    {
	        float* samples = (float*)ptr;

		for (var ii = 0; ii < 1250000; ii++)
		{
		    samples[ii] = 3.39060927590325f;
	        }
	    }
	    finally
	    {
	        Marshal.FreeHGlobal(ptr);
	    }
        }

        public static unsafe void TestMethod3()
        {
	    float[] samples = new float[1250000];

	    for (var ii = 0; ii < 1250000; ii++)
	    {
	        samples[ii] = 3.39060927590325f;
	    }
        }
    }
}

Results: when testIterations = 10 & when testIterations = 20.