Streams API docs here:
http://strava.github.io/api/v3/streams/
I made a blog post on this if you are a Python user, and just want to get to your data quickly.
http://www.ryanbaumann.com/blog/2015/4/6/strava-api-cycling-data-for-visualization
From here you could create a GPX from the data, or any number of other data formats.
Good luck!