In order to export your Gradebook from Canvas, you will want to navigate to Grades from the Course Navigation Menu. The Export button can be located in the upper right hand corner of the Gradebook. The Gradebook can only be exported as a .csv file.
After you click the Export button, you will have the option to either Export Current Gradebook View, which will retain all Filters you have currently enabled in the Gradebook, or to Export the Entire Gradebook.
If you have exported the Gradebook previously, you have the option to download the last export you performed as well. Any new exports will overwrite the previous one.