ViennaProfiler allows to compare execution times of full programs or parts of a program. Execution times are stored in a MySQL database and conveniently analyzed via a web-interface. A C++ client API is provided, other languages can also be used.
The Open Log Engine is a powerful tool for advanced logging in games or programs. It easily allows you to make logging outputs in your program and analyse them afterwards with the Open Log Viewer, which provides you a powerful filtering system.