PERF: repeated slicing along index in groupby
This cuts another 25% off of the benchmark discussed https://github.com/pandas-dev/pandas/pull/40171#issuecomment-790219422, getting us to within 3x of the cython-path performance.
i think following today's call we're all set here? guess i merged in wrong order. can you merge master and ping on green. @jorisvandenbossche any guesses why the array manager sql tests are breaking on a bunch of PRs?

update: looks like they break for non-ArrayManager, just thats the only place we have it running with up-to-date sqlalchemy Yes, it seems some new deprecation warnings with a new SQLAlchemy green ex unrelated sqlalchemy issue merging this, the sqlalchemy patch can be a followup