After Lady Gaga wowed on the red carpet while flashing her engagement ring at the Grammys on Sunday night, the music icon hit the stage with Mark Ronson to perform an emotional, gutting rendition of "Joanne (Where Do You Think You're Goin'?)". Before launching into the memorable ballad, she told the crowd, "This is for my father's late sister, Joanne. This is for love and compassion, even when you can't understand." She also squeezed in a quick mention of "Time's Up," and finished off her performance by segueing into "Million Reasons." If you must know, yes, we're sobbing.