The three rings

[annuncolloion]

In the council of Elrond a couple theories are put forth as to what would happen to the three elven rings should the one ring be destroyed. One theory is that they would be liberated from the One's power. Another that they would lose their power.
I don't know if anyone else has noticed this, but in book II of Return of the King Gandalf mentions to Frodo that the Three have lost their power. Only a week or two had passed since the One was destroyed. How did Gandalf already know that the power of the Three rings was gone?
He was the bearer of one of them, but did he carry it with him all the time? and wouldn't he have lost it in Moria when he triumphed over the Balrog, died, and was sent back naked?
I just want to know how Gandalf knew the Three were diminished.