The self-propulsion mechanism of active colloidal particles often generates not only translational but also rotational motion. For particles with an anisotropic mass density under gravity, the motion is usually influenced by a downwards oriented force and an aligning torque. Here we study the trajectories of self-propelled bottom-heavy Janus particles in three spatial dimensions both in experiments and by theory. For a sufficiently large mass anisotropy, the particles typically move along helical trajectories whose axis is oriented either parallel or antiparallel to the direction of gravity (i.e., they show gravitaxis). In contrast, if the mass anisotropy is small and rotational diffusion is dominant, gravitational alignment of the trajectories is not possible. Furthermore, the trajectories depend on the angular self-propulsion velocity of the particles. If this component of the active motion is strong and rotates the direction of translational self-propulsion of the particles, their trajectories have many loops, whereas elongated swimming paths occur if the angular self-propulsion is weak. We show that the observed gravitational alignment mechanism and the dependence of the trajectory shape on the angular self-propulsion can be used to separate active colloidal particles with respect to their mass anisotropy and angular self-propulsion, respectively.