Since I'm on windows I'm running this from powershell.

ruby -r profile myprogram.rb 2> prof.log

This will turn on ruby's profiling which writes to STDERR. the 2> catches that output and puts it into a file.

Now after you run this there will be a bunch of noise in your prof.log file, so to remove it just do

gc prof.log | where { $_ -notmatch "^At" } | where { $_ -notmatch "^\+"} > perf.log