The GRAVITY instrument has enabled major steps forward in infrared interferometry, by phase-referenced imaging at milli-arcsecond resolution, with a sensitivity increase by factor thousands, 30-100 micro-arcsecond astrometry, and few micro-arcsecond differential spectro-astrometry. We give an overview of the technology behind GRAVITY and highlight the game-changing results from the first three years of operation. Our presentation takes us from nearby exoplanets all the way to distant quasars, with special focus on the Galactic Center, the first precision tests of Einstein’s theory of General Relativity around massive black holes, and tests of the massive black hole paradigm on scales of 3-6 Schwarzschild radii.