UPDATE – Tom points out that Lilia Podkopayeva also won AA at worlds (1995), Olympics (1996), and European champs (1996).
Yelena Shushunova (Elena Shushunova) … born 23 April 1969 … is a Russian (former Soviet) gymnast, World, European, and Olympic Champion. Shushunova is one of only two women (Ludmilla Tourischeva being the other) who has won the grand slam of All-Around titles: Olympics, World Championships, European/Continental Championships.
Height 1.47 m (4 ft 10 in)
Weight 41 kg (90 lb)
Click PLAY or watch it on YouTube.
Shushunova currently lives in her hometown of Saint Petersburg.
In 2005, she was inducted into the International Jewish Sports Hall of Fame.

I believe that the caption is incorrect- Lilia Podkopayeva has also won AA at worlds (1995), Olympics (1996), and European champs (1996), but she was the reigning champ on all 3 at the same time!
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Thanks Tom. I’ve made a correction to that post to add Lilia.
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