As VGNtl says it's on the roadmap. I'm about halfway through a solution, but I've had a couple of busy weeks at work, and have also been working on a few other Q2A things.
People use facebook, linkedin and a bunch of others that have millions more records but their performance are way better than ours.
Those sites also have hundreds of servers and thousands of developers working for them :)
Is there any solution that can even boost our website performance 10% up?
See my answer here. It lists some of the recent performance changes I've made. They should speed up your site a fair bit without the need for caching.
I personally used https://www.cloudflare.com/ but did not see any changes.
Yeah I don't think this will work because using PHP sessions causes a no-cache header to be output. Your static content (CSS, JS, images) should all be cached though which will help somewhat.