No freestyle skier had ever won three medals in three different events at an Olympic Winter Games previously. The Chinese star already has big air gold and slopestyle silver from Beijing 2022.
She dominated the women's freeski halfpipe final with the two best scores of the event, after also being the top scorer in qualifying.
Here's how it happened in the final, run-by-run, where Gu was the last to ski in each of the three runs.
Run one of three
We've got occasional strong gusts of wind and some light snow at the Genting Snow Park in Zhangjiakou, which could prove challenging for the skiers.
Amy Fraser of Canada is the first skier to put down a clean run, a 72.25 which has room for improvement in her two remaining runs.
Fellow Canadian Cassie Sharp's 89.00 sets the early standard, with teammate Rachael Karker just behind on 87.75.
China's Gu is the last to go, and pulls out a big opening score of 93.25 to lead.
Podium places so far: Gu in first, Sharp in second, Karker third.
Run two of three
Qualifying has just two runs. Finals have three, so those athletes who put down a solid opener will be going for more here, safe in the knowledge that they'll have another try if things go badly.
And several of the skiers can't put down clean runs, including Carly Margulies of America.
Hanna Faulhaber of the USA scores 84.50 but that doesn't improve on her 85.25 from round one. Remember it's only each skier's best score that counts.
Li Fangui of China impresses with 86.5, which the home fans at Genting Snow Park are loving.
Sharp improves on her first run, scoring 90.
Kelly Sidaru moves fourth with an 87.
Gu still holds the lead, before starting her second run. And that's huge! Back-to-back 900s to start the run, it's clean, and she's delighted. It's 95.25. Have we just seen the gold medal run? She looks emotional when the score is displayed.
Gu leads, defending champion Sharp is second and the only other person in the 90s. Karker is still third.
The final run
This is where the medals are decided. Can anyone challenge the 87.75 that's currently needed for bronze?
Carly Margulies of Team USA finally gets down a clean run, but her score of 61.0 won't be enough to challenge for podium places.
Faulhaber, Brita Sigourney, and Youth Olympic silver medalist Li all fall attempting big tricks and also won't make it into the top three.
PyeongChang 2018 champion Sharpe is on a big final run, and screams "let's go" at the bottom of the pipe. 90.75 is slightly higher than her previous scores, but she remains in second.
China's Zhang Kexin, who has three World Cup titles to her name, is trying to improve her score of 78.75, but she falls heavily near the start of her run and is checked by the medical team in the pipe before skiing down to the finish area slowly to warm applause from the home crowd.
There are just four to go. Two of them currently hold podium positions.
Zoe Atkin of Great Britain failed on her first two runs. The 19-year-old puts down a clean run, but that won't challenge the podium spots. It's 73.25. "Thank you for getting up to watch," she says to viewers in GB, where it's almost 3am.
Kelly Sildaru of Estonia next. Can she make it onto the podium?
If not, Gu will be guaranteed an historic third medal at these Games.
Sildaru needs 87.75 or more It's not enough. 85.
We have our three medallists - Gu, Sharp, and Karker. But in what order?
Karker is next and finishes with bronze.
It'll mean silver for Sharp
Ailing (Eileen) Gu wins gold!
And that's before her third and final run. It isn't clean, but didn't need to be.
"I'm so proud of you guys," she says to her fellow medallists at the finish. "We're so proud of you," is the reply.
They're all smiles on the podium for the flower ceremony.
Rachael Karker of Canada steps on to the third-place step. Cassie Sharp picks up her Bing Dwen Dwen replica for second place, and jokes 'I want that one' pointing at Gu's mascot toy.
And Gu steps onto the top step of the podium for the second time in these Games, wearing a panda hat.
Her grandmother is in the crowd, watching Gu compete for the first time ever. Before the final, the skier told us how much it meant to her.
You can get more reaction from the event here, including what Gu's coach had to say about the performance.
For all the latest from across the sports and disciplines at Beijing 2022, check our Live Blog updates.
Gu's Winter Olympic Games
Freeski prodigy Gu may only be 18 years old and competing in her first Olympics, but she's the star of the show here in China, after winning her gold in the big air in Beijing. On 15 February she added a silver medal in the slopestyle competition in Zhangjiakou, finishing behind winner Mathilde Gremaud of Switzerland.
Gu was in imperious form in the qualifiers of the women's halfpipe competition, setting two scores in the 90s - the highest a whopping 95.50 - to top the leaderboard.
She followed that up by winning the halfpipe final, the last competition of Beijing 2022 for the two-time Youth Olympic Games (YOG) champion from Lausanne 2020.
The Chinese ski prodigy leaves these Olympics with two golds and a silver from her three events.
Ailing (Eileen) Gu schedule - Freestyle skiing women's halfpipe final , 18 February
Women's Freeski Halfpipe Final Run 1 of 3.
09:30 - 9:55 (Beijing time)
Women's Freeski Halfpipe Final Run 2 of 3.
09:57 - 10:22 (Beijing time)
Women's Freeski Halfpipe Final Run 3 of 3.
10:24 - 10:49 (Beijing time)
Where to watch Ailing (Eileen) Gu compete
From the Opening Ceremony to athlete action, here's where and how you can watch the Winter Games in your region via the Official Olympic Broadcast Partners