FIX use selected_obj rather the obj throughout groupby
fixes many parts of for #5264... Changes lots of `self.obj` to `self._selected_obj`.

probably should vbench before merging?

cc @jreback @TomAugspurger 

Ah, something subtle is that df.groupby(as_index=False)[col] is a DataFrameGroupby, hence the need for `_obj_with_exclusions`....
 This should pass now, will add test iterating over those in 5264 and see what happens.
 Passes travis, and I think this probably fixes for resample and maybe a few others too. Need to add some tests later.

Can't get vbench working on this machine, perf change shouldn't be too bad...
 @jreback time's look ok... (tests not that consistent), what do you think? 

```
-------------------------------------------------------------------------------
Test name                                    | head[ms] | base[ms] |  ratio   |
-------------------------------------------------------------------------------
groupby_first                                |   3.2577 |   3.5373 |   0.9209 |
groupby_frame_cython_many_columns            |   2.8653 |   3.0453 |   0.9409 |
groupby_first_float32                        |   3.2770 |   3.4743 |   0.9432 |
groupby_indices                              |   7.7537 |   8.2003 |   0.9455 |
groupby_frame_singlekey_integer              |   2.0133 |   2.1056 |   0.9561 |
groupby_multi_size                           |  22.1736 |  22.8753 |   0.9693 |
groupby_last_float32                         |   3.5443 |   3.6490 |   0.9713 |
groupby_frame_median                         |   7.4780 |   7.6803 |   0.9737 |
groupby_multi_python                         | 113.6327 | 115.0453 |   0.9877 |
groupby_multi_cython                         |  15.5954 |  15.7886 |   0.9878 |
groupby_pivot_table                          |  16.5450 |  16.7054 |   0.9904 |
groupby_transform                            | 183.3767 | 184.9531 |   0.9915 |
groupby_sum_booleans                         |   0.9657 |   0.9660 |   0.9997 |
groupby_frame_apply_overhead                 |   8.2910 |   8.2756 |   1.0019 |
groupby_multi_different_functions            |  11.9800 |  11.9527 |   1.0023 |
groupby_apply_dict_return                    |  29.5260 |  29.4273 |   1.0034 |
groupby_frame_apply                          |  37.7584 |  37.3343 |   1.0114 |
groupby_multi_different_numpy_functions      |  10.9617 |  10.8347 |   1.0117 |
groupby_last                                 |   3.5717 |   3.5110 |   1.0173 |
groupby_simple_compress_timing               |  37.7727 |  37.1196 |   1.0176 |
groupby_multi_series_op                      |  12.7730 |  12.4243 |   1.0281 |
-------------------------------------------------------------------------------
Test name                                    | head[ms] | base[ms] |  ratio   |
```
 these r fine
their is some variability in these particular tests 
 I've included the other tests, as I realised that quite a few other functions use groupyby under the hood, quite a bit of fluctuation here...

```
-------------------------------------------------------------------------------
Test name                                    | head[ms] | base[ms] |  ratio   |
-------------------------------------------------------------------------------
reindex_fillna_backfill_float32              |   0.3073 |   0.4017 |   0.7651 |
join_dataframe_index_single_key_bigger       |   6.0960 |   7.2437 |   0.8416 |
eval_frame_mult_python_one_thread            |  13.8293 |  15.7553 |   0.8778 |
join_dataframe_index_single_key_small        |   5.6837 |   6.3853 |   0.8901 |
frame_xs_col                                 |   0.0257 |   0.0287 |   0.8947 |
stat_ops_level_frame_sum_multiple            |   7.4847 |   8.3333 |   0.8982 |
concat_empty_frames2                         |   0.6217 |   0.6877 |   0.9041 |
join_dataframe_integer_2key                  |   5.0010 |   5.5126 |   0.9072 |
append_frame_single_homogenous               |   0.7333 |   0.8030 |   0.9132 |
frame_dtypes                                 |   0.1887 |   0.2043 |   0.9234 |
eval_frame_chained_cmp_all_threads           |  22.3497 |  24.1364 |   0.9260 |
frame_ctor_dtindex_BYearEnd(1)               |   0.3850 |   0.4146 |   0.9287 |
packers_read_pack                            |   2.1021 |   2.2566 |   0.9315 |
concat_empty_frames1                         |   0.5993 |   0.6386 |   0.9384 |
merge_2intkey_sort                           |  31.4830 |  33.4563 |   0.9410 |
append_frame_single_mixed                    |   1.0603 |   1.1230 |   0.9442 |
query_store_table                            |   4.6051 |   4.8773 |   0.9442 |
write_store_table_panel                      |  36.7020 |  38.8227 |   0.9454 |
groupby_last_float32                         |   3.5290 |   3.7280 |   0.9466 |
groupby_first_float32                        |   3.3860 |   3.5716 |   0.9480 |
merge_2intkey_nosort                         |  14.0420 |  14.7884 |   0.9495 |
series_align_int64_index                     |  25.9810 |  27.2744 |   0.9526 |
groupby_frame_apply_overhead                 |   7.7263 |   8.1030 |   0.9535 |
concat_series_axis1                          |  77.0020 |  80.7457 |   0.9536 |
join_dataframe_integer_key                   |   1.6843 |   1.7617 |   0.9561 |
index_datetime_intersection                  |   8.5763 |   8.9640 |   0.9568 |
concat_small_frames                          |  14.3650 |  15.0017 |   0.9576 |
frame_ctor_dtindex_BYearBegin(1)             |   0.3667 |   0.3819 |   0.9600 |
indexing_dataframe_boolean_rows              |   0.3690 |   0.3833 |   0.9627 |
dataframe_resample_mean_numpy                |   1.9047 |   1.9763 |   0.9638 |
read_store_table_panel                       |  20.8527 |  21.6309 |   0.9640 |
strings_strip                                |   3.2073 |   3.3240 |   0.9649 |
strings_replace                              |  11.5170 |  11.9354 |   0.9649 |
join_dataframe_index_multi                   |  17.0101 |  17.6187 |   0.9655 |
datetimeindex_normalize                      |   2.3206 |   2.3913 |   0.9704 |
frame_iloc_dups                              |   0.2530 |   0.2607 |   0.9704 |
eval_frame_add_all_threads                   |   9.3187 |   9.5979 |   0.9709 |
dataframe_resample_mean_string               |   1.8477 |   1.9017 |   0.9716 |
frame_constructor_ndarray                    |   0.0467 |   0.0480 |   0.9719 |
groupby_indices                              |   6.7987 |   6.9757 |   0.9746 |
sparse_frame_constructor                     |   8.4037 |   8.6173 |   0.9752 |
stats_rolling_mean                           |   0.8194 |   0.8397 |   0.9758 |
panel_from_dict_two_different_indexes        |  48.1570 |  49.3080 |   0.9767 |
groupby_multi_cython                         |  13.9600 |  14.2783 |   0.9777 |
reshape_pivot_time_series                    | 147.9640 | 151.1617 |   0.9788 |
series_drop_duplicates_string                |   0.4133 |   0.4220 |   0.9795 |
timeseries_asof_single                       |   0.0316 |   0.0323 |   0.9803 |
reindex_fillna_pad                           |   0.3537 |   0.3606 |   0.9806 |
series_value_counts_strings                  |   4.3784 |   4.4634 |   0.9810 |
series_getitem_pos_slice                     |   0.0513 |   0.0523 |   0.9818 |
datetime_index_intersection                  |   0.2553 |   0.2600 |   0.9820 |
frame_ctor_dtindex_Second(2)                 |   0.8634 |   0.8790 |   0.9823 |
timestamp_ops_diff1                          |   6.0760 |   6.1820 |   0.9829 |
frame_from_series                            |   0.0554 |   0.0563 |   0.9831 |
frame_iloc_big                               |   0.1734 |   0.1764 |   0.9833 |
stat_ops_level_series_sum                    |   2.4974 |   2.5384 |   0.9838 |
frame_boolean_row_select                     |   0.2660 |   0.2703 |   0.9841 |
ctor_index_array_string                      |   0.0197 |   0.0200 |   0.9841 |
indexing_dataframe_boolean                   |   7.3300 |   7.4470 |   0.9843 |
series_drop_duplicates_int                   |   0.6216 |   0.6307 |   0.9856 |
frame_ctor_dtindex_Day(2)                    |   0.8340 |   0.8460 |   0.9858 |
join_dataframe_index_single_key_bigger_sort  |  14.0401 |  14.2380 |   0.9861 |
index_str_boolean_series_indexer             |  13.5016 |  13.6890 |   0.9863 |
datetimeindex_unique                         |   0.1007 |   0.1020 |   0.9875 |
frame_reindex_axis1                          | 559.1563 | 566.0380 |   0.9878 |
stat_ops_frame_sum_float_axis_0              |   0.5447 |   0.5514 |   0.9879 |
eval_frame_add_python                        |  13.3873 |  13.5450 |   0.9884 |
frame_ctor_dtindex_QuarterBegin(1)           |   1.1160 |   1.1287 |   0.9887 |
index_datetime_union                         |   8.7073 |   8.8010 |   0.9894 |
index_str_boolean_indexer                    |  13.5457 |  13.6871 |   0.9897 |
read_store_table_wide                        |  14.0137 |  14.1594 |   0.9897 |
dataframe_resample_max_string                |   1.5150 |   1.5279 |   0.9915 |
frame_ctor_dtindex_Week(2)                   |   0.9410 |   0.9487 |   0.9919 |
frame_assign_timeseries_index                |   0.5864 |   0.5910 |   0.9921 |
groupby_frame_singlekey_integer              |   2.0166 |   2.0323 |   0.9923 |
frame_getitem_single_column2                 |  19.4636 |  19.6087 |   0.9926 |
frame_ctor_list_of_dict                      |  67.0710 |  67.5426 |   0.9930 |
series_value_counts_int64                    |   1.8243 |   1.8360 |   0.9936 |
read_parse_dates_iso8601                     |   1.1307 |   1.1373 |   0.9941 |
reindex_frame_level_reindex                  |   0.5380 |   0.5410 |   0.9946 |
series_align_left_monotonic                  |  12.6847 |  12.7363 |   0.9960 |
frame_loc_dups                               |   0.6750 |   0.6777 |   0.9960 |
frame_dropna_axis1_any                       | 153.7097 | 154.3113 |   0.9961 |
write_store_table_wide                       |  85.5070 |  85.8370 |   0.9962 |
frame_to_string_floats                       |  28.9767 |  29.0396 |   0.9978 |
read_csv_infer_datetime_format_custom        |  11.5033 |  11.5274 |   0.9979 |
stats_rank_pct_average                       |  27.3020 |  27.3527 |   0.9981 |
frame_fillna_many_columns_pad                |  12.6944 |  12.7000 |   0.9996 |
datetime_index_union                         |   0.0650 |   0.0650 |   1.0000 |
frame_get_dtype_counts                       |   0.0837 |   0.0837 |   1.0000 |
series_constructor_ndarray                   |   0.0153 |   0.0153 |   1.0000 |
frame_dropna_axis1_all                       | 286.1723 | 286.1033 |   1.0002 |
frame_add_no_ne                              |   4.4146 |   4.4113 |   1.0008 |
frame_isnull                                 |   1.1274 |   1.1264 |   1.0009 |
strings_contains_few                         |   4.3983 |   4.3920 |   1.0014 |
frame_ctor_dtindex_MonthEnd(2)               |   1.0953 |   1.0937 |   1.0015 |
frame_ctor_dtindex_Hour(2)                   |   0.8470 |   0.8454 |   1.0020 |
frame_ctor_dtindex_Micro(2)                  |   0.8173 |   0.8150 |   1.0028 |
strings_count                                |   5.2283 |   5.2117 |   1.0032 |
stat_ops_frame_sum_float_axis_1              |   0.7047 |   0.7024 |   1.0033 |
frame_ctor_dtindex_BusinessDay(1)            |   1.0670 |   1.0633 |   1.0034 |
frame_mult_no_ne                             |   4.4313 |   4.4160 |   1.0035 |
read_table_multiple_date_baseline            |  82.3259 |  82.0254 |   1.0037 |
frame_ctor_dtindex_CustomBusinessDay(1)      |   1.3784 |   1.3733 |   1.0037 |
frame_mult                                   |   4.3753 |   4.3573 |   1.0041 |
datetimeindex_infer_dst                      |   3.1750 |   3.1613 |   1.0043 |
packers_write_hdf_store                      |   7.0310 |   6.9989 |   1.0046 |
frame_ctor_dtindex_BQuarterEnd(1)            |   1.1430 |   1.1377 |   1.0046 |
series_getitem_label_slice                   |   0.0567 |   0.0563 |   1.0056 |
frame_ctor_dtindex_Hour(1)                   |   0.8333 |   0.8283 |   1.0059 |
frame_sort_index_by_columns                  |  33.8724 |  33.6493 |   1.0066 |
frame_ctor_dtindex_QuarterBegin(2)           |   0.3760 |   0.3734 |   1.0070 |
eval_frame_add_python_one_thread             |  13.6666 |  13.5690 |   1.0072 |
dtindex_from_series_ctor                     |   0.0110 |   0.0110 |   1.0072 |
write_store_table                            |  27.8997 |  27.6983 |   1.0073 |
frame_get_numeric_data                       |   0.0846 |   0.0840 |   1.0076 |
dti_reset_index                              |   0.2197 |   0.2180 |   1.0077 |
read_store_table                             |   1.9330 |   1.9183 |   1.0077 |
frame_ctor_dtindex_Milli(2)                  |   0.8323 |   0.8260 |   1.0077 |
read_store                                   |   1.6093 |   1.5970 |   1.0077 |
frame_add_st                                 |   4.3030 |   4.2697 |   1.0078 |
frame_ctor_dtindex_MonthBegin(1)             |   1.0930 |   1.0840 |   1.0083 |
indexing_dataframe_boolean_no_ne             |  75.3783 |  74.7070 |   1.0090 |
groupby_sum_booleans                         |   0.9833 |   0.9743 |   1.0092 |
strings_match                                |   4.9327 |   4.8857 |   1.0096 |
frame_drop_duplicates                        |  13.8110 |  13.6790 |   1.0096 |
frame_ctor_dtindex_BDay(1)                   |   1.0803 |   1.0697 |   1.0099 |
frame_ctor_dtindex_BusinessDay(2)            |   1.1240 |   1.1126 |   1.0102 |
eval_frame_and_all_threads                   |  28.2520 |  27.9600 |   1.0104 |
groupby_frame_apply                          |  38.6966 |  38.2837 |   1.0108 |
stat_ops_level_series_sum_multiple           |   6.7636 |   6.6894 |   1.0111 |
indexing_dataframe_boolean_rows_object       |   0.5737 |   0.5674 |   1.0112 |
frame_ctor_dtindex_BDay(2)                   |   1.1063 |   1.0936 |   1.0116 |
sort_level_one                               |   4.5073 |   4.4546 |   1.0118 |
strings_repeat                               |   3.7710 |   3.7266 |   1.0119 |
stats_corr_spearman                          |  78.5230 |  77.5753 |   1.0122 |
stats_rank_average_int                       |  20.8476 |  20.5924 |   1.0124 |
query_store_table_wide                       |  10.0893 |   9.9653 |   1.0124 |
stat_ops_frame_mean_int_axis_0               |   0.5810 |   0.5737 |   1.0127 |
frame_ctor_dtindex_Nano(2)                   |   1.1767 |   1.1610 |   1.0135 |
strings_extract                              |  34.8640 |  34.3997 |   1.0135 |
frame_add                                    |   4.4823 |   4.4223 |   1.0136 |
frame_apply_user_func                        |  90.4700 |  89.1867 |   1.0144 |
frame_repr_wide                              |  13.7884 |  13.5927 |   1.0144 |
index_int64_intersection                     |  22.9560 |  22.6297 |   1.0144 |
frame_mult_st                                |   4.3329 |   4.2710 |   1.0145 |
frame_ctor_dtindex_BMonthBegin(2)            |   1.1167 |   1.1000 |   1.0152 |
frame_ctor_dtindex_Day(1)                    |   0.8296 |   0.8167 |   1.0159 |
frame_ctor_dtindex_BQuarterBegin(1)          |   1.1920 |   1.1730 |   1.0162 |
index_from_series_ctor                       |   0.0199 |   0.0196 |   1.0162 |
frame_repr_tall                              |  19.8793 |  19.5593 |   1.0164 |
frame_float_equal                            |   3.3473 |   3.2920 |   1.0168 |
period_setitem                               |  97.4634 |  95.8176 |   1.0172 |
frame_ctor_dtindex_MonthEnd(1)               |   1.1137 |   1.0947 |   1.0174 |
frame_reindex_columns                        |   0.3694 |   0.3630 |   1.0175 |
frame_ctor_dtindex_CustomBusinessDay(2)      |   1.3810 |   1.3570 |   1.0177 |
series_align_irregular_string                |  52.6010 |  51.6787 |   1.0178 |
panel_from_dict_equiv_indexes                |  33.0609 |  32.4710 |   1.0182 |
indexing_dataframe_boolean_st                |   7.3637 |   7.2320 |   1.0182 |
stats_rank2d_axis1_average                   |  10.4193 |  10.2300 |   1.0185 |
frame_mask_floats                            |   4.6980 |   4.6086 |   1.0194 |
frame_ctor_dtindex_MonthBegin(2)             |   1.1173 |   1.0960 |   1.0194 |
frame_to_html_mixed                          | 231.4520 | 226.9681 |   1.0198 |
reshape_unstack_simple                       |   3.1296 |   3.0687 |   1.0199 |
replace_replacena                            |   1.2457 |   1.2213 |   1.0200 |
strings_lstrip                               |   2.9523 |   2.8944 |   1.0200 |
read_csv_vb                                  |  18.4686 |  18.1007 |   1.0203 |
stats_rank2d_axis0_average                   |  19.2573 |  18.8727 |   1.0204 |
timeseries_asof_nan                          |   7.0647 |   6.9167 |   1.0214 |
eval_frame_add_one_thread                    |   9.2577 |   9.0613 |   1.0217 |
match_strings                                |   0.3747 |   0.3667 |   1.0219 |
frame_apply_lambda_mean                      |   3.1657 |   3.0974 |   1.0221 |
frame_reindex_axis0                          |  84.2364 |  82.4027 |   1.0223 |
frame_drop_duplicates_na                     |  13.7281 |  13.4270 |   1.0224 |
frame_ctor_dtindex_BQuarterBegin(2)          |   0.3627 |   0.3547 |   1.0226 |
panel_from_dict_same_index                   |  32.3587 |  31.6316 |   1.0230 |
groupby_transform                            | 185.9623 | 181.7700 |   1.0231 |
groupby_simple_compress_timing               |  31.1086 |  30.4040 |   1.0232 |
frame_html_repr_trunc_si                     |  29.9733 |  29.2943 |   1.0232 |
frame_dropna_axis0_any                       |  25.1024 |  24.5264 |   1.0235 |
frame_fillna_inplace                         |   9.8739 |   9.6467 |   1.0236 |
frame_ctor_nested_dict                       |  55.5983 |  54.3067 |   1.0238 |
timeseries_timestamp_tzinfo_cons             |   0.0137 |   0.0134 |   1.0238 |
groupby_multi_python                         | 118.0639 | 115.2973 |   1.0240 |
frame_nonunique_equal                        |   4.0549 |   3.9586 |   1.0243 |
frame_insert_500_columns_end                 |  93.2833 |  91.0653 |   1.0244 |
frame_ctor_dtindex_BMonthEnd(2)              |   1.1226 |   1.0959 |   1.0244 |
reshape_stack_simple                         |   3.1093 |   3.0353 |   1.0244 |
panel_from_dict_all_different_indexes        |  60.7297 |  59.2647 |   1.0247 |
series_ctor_from_dict                        |   2.1270 |   2.0754 |   1.0249 |
frame_dropna_axis0_all                       |  49.7097 |  48.4956 |   1.0250 |
timeseries_infer_freq                        |   6.5007 |   6.3416 |   1.0251 |
frame_ctor_dtindex_Week(1)                   |   0.9780 |   0.9540 |   1.0252 |
strings_join_split                           |  23.9020 |  23.3134 |   1.0252 |
frame_reindex_both_axes                      |  32.8187 |  31.9977 |   1.0257 |
dataframe_reindex                            |   0.3367 |   0.3283 |   1.0257 |
timestamp_series_compare                     |   2.4193 |   2.3584 |   1.0258 |
frame_ctor_dtindex_YearBegin(2)              |   0.3720 |   0.3626 |   1.0259 |
frame_interpolate                            |  81.1390 |  79.0920 |   1.0259 |
eval_frame_chained_cmp_python_one_thread     |  24.5217 |  23.8960 |   1.0262 |
stat_ops_series_std                          |   0.2073 |   0.2020 |   1.0264 |
frame_ctor_dtindex_Nano(1)                   |   1.2163 |   1.1850 |   1.0264 |
write_store_mixed                            |  12.9497 |  12.6146 |   1.0266 |
sparse_series_to_frame                       | 114.0147 | 111.0574 |   1.0266 |
timeseries_period_downsample_mean            |  10.6574 |  10.3773 |   1.0270 |
frame_insert_100_columns_begin               |  17.8320 |  17.3617 |   1.0271 |
lib_fast_zip_fillna                          |   9.8276 |   9.5673 |   1.0272 |
eval_frame_mult_all_threads                  |   9.3607 |   9.1113 |   1.0274 |
groupby_multi_size                           |  22.6943 |  22.0790 |   1.0279 |
read_csv_standard                            |  10.1573 |   9.8807 |   1.0280 |
strings_findall                              |   7.6796 |   7.4690 |   1.0282 |
packers_write_pack                           |   3.3550 |   3.2630 |   1.0282 |
frame_ctor_dtindex_BQuarterEnd(2)            |   0.3720 |   0.3617 |   1.0286 |
packers_write_json_date_index                |  29.9714 |  29.1359 |   1.0287 |
frame_ctor_dtindex_QuarterEnd(2)             |   0.3697 |   0.3594 |   1.0287 |
frame_ctor_dtindex_BMonthEnd(1)              |   1.1240 |   1.0920 |   1.0293 |
sort_level_zero                              |   4.6117 |   4.4806 |   1.0293 |
series_xs_mi_ix                              |   0.3023 |   0.2937 |   1.0295 |
strings_pad                                  |   3.2630 |   3.1679 |   1.0300 |
frame_ctor_dtindex_Second(1)                 |   0.8707 |   0.8450 |   1.0304 |
eval_frame_and_python_one_thread             |  42.2813 |  41.0320 |   1.0304 |
frame_multi_and_st                           |  31.9180 |  30.9737 |   1.0305 |
strings_startswith                           |   2.9363 |   2.8490 |   1.0306 |
read_table_multiple_date                     | 178.6166 | 173.2580 |   1.0309 |
index_int64_union                            |  71.9277 |  69.7620 |   1.0310 |
datetimeindex_add_offset                     |   0.1740 |   0.1687 |   1.0311 |
read_csv_comment2                            |  14.3396 |  13.8950 |   1.0320 |
frame_object_equal                           |   4.0793 |   3.9527 |   1.0320 |
reindex_daterange_backfill                   |   0.6760 |   0.6549 |   1.0322 |
frame_reindex_both_axes_ix                   |  33.0767 |  32.0460 |   1.0322 |
stat_ops_frame_mean_int_axis_1               |   0.7767 |   0.7513 |   1.0337 |
strings_contains_few_noregex                 |   2.0263 |   1.9600 |   1.0338 |
frame_ctor_dtindex_YearBegin(1)              |   0.3743 |   0.3620 |   1.0340 |
groupby_frame_cython_many_columns            |   2.9657 |   2.8679 |   1.0341 |
frame_ctor_dtindex_CDay(2)                   |   1.4203 |   1.3733 |   1.0343 |
dataframe_resample_min_numpy                 |   1.5817 |   1.5287 |   1.0347 |
packers_read_hdf_table                       |   7.7473 |   7.4873 |   1.0347 |
timeseries_add_irregular                     |  18.2220 |  17.6020 |   1.0352 |
packers_read_csv                             |  40.9100 |  39.5079 |   1.0355 |
groupby_apply_dict_return                    |  30.3966 |  29.3534 |   1.0355 |
groupby_first                                |   3.3657 |   3.2496 |   1.0357 |
frame_iteritems_cached                       |   0.4823 |   0.4656 |   1.0358 |
groupby_multi_different_functions            |  11.1043 |  10.7190 |   1.0360 |
frame_multi_and_no_ne                        |  79.8867 |  77.0377 |   1.0370 |
frame_html_repr_trunc_mi                     |  39.3070 |  37.8977 |   1.0372 |
frame_drop_dup_inplace                       |   2.5160 |   2.4254 |   1.0374 |
groupby_frame_median                         |   6.5947 |   6.3557 |   1.0376 |
packers_write_hdf_table                      |  23.0580 |  22.2193 |   1.0377 |
read_csv_thou_vb                             |  16.1163 |  15.5300 |   1.0378 |
frame_iteritems                              |  30.8327 |  29.7010 |   1.0381 |
timeseries_sort_index                        |  21.0130 |  20.2417 |   1.0381 |
frame_apply_np_mean                          |   3.2276 |   3.1090 |   1.0382 |
groupby_multi_different_numpy_functions      |  11.1723 |  10.7604 |   1.0383 |
read_store_table_mixed                       |   5.5440 |   5.3360 |   1.0390 |
frame_ctor_dtindex_BYearBegin(2)             |   0.3740 |   0.3599 |   1.0391 |
frame_ctor_nested_dict_int64                 |  73.9667 |  71.1737 |   1.0392 |
stats_rank_average                           |  25.1520 |  24.1880 |   1.0399 |
plot_timeseries_period                       |  45.6260 |  43.8566 |   1.0403 |
strings_center                               |   3.3693 |   3.2376 |   1.0407 |
series_timestamp_compare                     |   2.4350 |   2.3371 |   1.0419 |
frame_reindex_upcast                         |   9.8690 |   9.4709 |   1.0420 |
lib_fast_zip                                 |   7.3510 |   7.0523 |   1.0423 |
replace_fillna                               |   1.8071 |   1.7330 |   1.0427 |
frame_ctor_dtindex_CDay(1)                   |   1.4170 |   1.3583 |   1.0432 |
frame_apply_axis_1                           |  86.4031 |  82.8043 |   1.0435 |
frame_ctor_dtindex_BMonthBegin(1)            |   1.1510 |   1.1030 |   1.0435 |
strings_lower                                |   2.9651 |   2.8397 |   1.0441 |
write_store                                  |   5.6700 |   5.4234 |   1.0455 |
frame_ctor_dtindex_Micro(1)                  |   0.8437 |   0.8067 |   1.0458 |
dti_reset_index_tz                           |  10.9527 |  10.4727 |   1.0458 |
reindex_frame_level_align                    |   0.5894 |   0.5634 |   1.0461 |
read_store_mixed                             |   3.9710 |   3.7920 |   1.0472 |
frame_multi_and                              |  32.6580 |  31.1853 |   1.0472 |
packers_read_hdf_store                       |   4.0323 |   3.8427 |   1.0493 |
timestamp_ops_diff2                          |  19.6323 |  18.6980 |   1.0500 |
frame_drop_dup_na_inplace                    |   2.3150 |   2.2043 |   1.0502 |
strings_cat                                  |   0.7737 |   0.7366 |   1.0503 |
packers_write_json                           |  22.5223 |  21.4440 |   1.0503 |
frame_apply_ref_by_name                      |  11.9843 |  11.4083 |   1.0505 |
eval_frame_mult_one_thread                   |   9.6304 |   9.1613 |   1.0512 |
groupby_last                                 |   3.6607 |   3.4820 |   1.0513 |
strings_upper                                |   2.8846 |   2.7427 |   1.0518 |
frame_ctor_dtindex_Minute(2)                 |   0.8726 |   0.8293 |   1.0522 |
reindex_daterange_pad                        |   0.6627 |   0.6290 |   1.0536 |
frame_apply_pass_thru                        |   4.9489 |   4.6950 |   1.0541 |
groupby_pivot_table                          |  17.4827 |  16.5723 |   1.0549 |
groupby_multi_series_op                      |  13.1153 |  12.4290 |   1.0552 |
packers_write_csv                            | 494.1684 | 468.2906 |   1.0553 |
dataframe_resample_max_numpy                 |   1.5830 |   1.5000 |   1.0554 |
frame_interpolate_some_good_infer            |   3.4677 |   3.2847 |   1.0557 |
strings_contains_many_noregex                |   2.1470 |   2.0326 |   1.0563 |
write_store_table_dc                         | 109.4467 | 103.5527 |   1.0569 |
frame_to_csv_mixed                           | 255.4664 | 241.6294 |   1.0573 |
stat_ops_frame_mean_float_axis_0             |   0.5803 |   0.5483 |   1.0584 |
write_store_table_mixed                      |  32.8927 |  31.0657 |   1.0588 |
reindex_fillna_pad_float32                   |   0.3167 |   0.2990 |   1.0593 |
frame_fancy_lookup_all                       |  16.2671 |  15.3427 |   1.0602 |
packers_read_pickle                          |   0.5830 |   0.5493 |   1.0613 |
melt_dataframe                               |   1.9093 |   1.7963 |   1.0629 |
strings_contains_many                        |   4.5703 |   4.2963 |   1.0638 |
write_csv_standard                           |  38.7787 |  36.3503 |   1.0668 |
timeseries_asof                              |   7.4713 |   6.9981 |   1.0676 |
timeseries_large_lookup_value                |   0.0260 |   0.0243 |   1.0686 |
stat_ops_frame_mean_float_axis_1             |   0.7970 |   0.7433 |   1.0722 |
frame_getitem_single_column                  |  20.2910 |  18.9237 |   1.0723 |
reindex_multiindex                           |   1.0790 |   1.0063 |   1.0723 |
frame_ctor_dtindex_QuarterEnd(1)             |   1.1903 |   1.1094 |   1.0730 |
timeseries_timestamp_downsample_mean         |   4.4437 |   4.1410 |   1.0731 |
strings_slice                                |   2.4680 |   2.2980 |   1.0740 |
frame_to_csv_date_formatting                 |  14.4720 |  13.4203 |   1.0784 |
frame_fancy_lookup                           |   3.4383 |   3.1860 |   1.0792 |
timeseries_to_datetime_YYYYMMDD              |   8.1871 |   7.5747 |   1.0808 |
stat_ops_level_frame_sum                     |   3.3980 |   3.1357 |   1.0837 |
frame_ctor_dtindex_BYearEnd(2)               |   0.3980 |   0.3664 |   1.0863 |
stat_ops_frame_sum_int_axis_1                |   0.3734 |   0.3434 |   1.0872 |
read_csv_infer_datetime_format_iso8601       |   1.6987 |   1.5580 |   1.0903 |
strings_get                                  |   2.4343 |   2.2297 |   1.0918 |
frame_to_csv                                 | 123.1730 | 112.7717 |   1.0922 |
packers_write_pickle                         |   2.9413 |   2.6880 |   1.0942 |
read_csv_infer_datetime_format_ymd           |   1.9953 |   1.8170 |   1.0981 |
unstack_sparse_keyspace                      |   1.6857 |   1.5350 |   1.0982 |
strings_endswith                             |   3.1357 |   2.8520 |   1.0995 |
packers_read_json_date_index                 |  42.3477 |  38.5133 |   1.0996 |
frame_ctor_dtindex_Minute(1)                 |   0.9023 |   0.8203 |   1.1000 |
series_string_vector_slice                   | 164.0153 | 149.0080 |   1.1007 |
frame_mask_bools                             |  14.2420 |  12.8624 |   1.1073 |
packers_read_json                            |  43.5286 |  39.2803 |   1.1082 |
frame_interpolate_some_good                  |   2.0710 |   1.8647 |   1.1106 |
frame_ctor_dtindex_Milli(1)                  |   0.9027 |   0.8120 |   1.1117 |
strings_title                                |   3.5849 |   3.2060 |   1.1182 |
frame_ctor_dtindex_YearEnd(2)                |   0.4036 |   0.3610 |   1.1182 |
reindex_fillna_backfill                      |   0.4167 |   0.3714 |   1.1220 |
timeseries_slice_minutely                    |   0.0670 |   0.0597 |   1.1225 |
indexing_panel_subset                        |   1.0247 |   0.9090 |   1.1273 |
frame_ctor_dtindex_YearEnd(1)                |   0.4090 |   0.3620 |   1.1300 |
strings_rstrip                               |   3.1290 |   2.7680 |   1.1304 |
timeseries_to_datetime_iso8601               |   4.2797 |   3.7626 |   1.1374 |
strings_len                                  |   2.3407 |   2.0426 |   1.1459 |
dataframe_resample_min_string                |   1.7790 |   1.5510 |   1.1470 |
frame_to_csv2                                | 108.2560 |  93.9113 |   1.1527 |
frame_xs_mi_ix                               |   0.3090 |   0.2557 |   1.2086 |
frame_xs_row                                 |   0.0574 |   0.0450 |   1.2756 |
stat_ops_frame_sum_int_axis_0                |   0.6594 |   0.4434 |   1.4872 |
timeseries_1min_5min_mean                    |   1.1110 |   0.5723 |   1.9414 |
timeseries_1min_5min_ohlc                    |   1.1543 |   0.5876 |   1.9644 |
-------------------------------------------------------------------------------
Test name                                    | head[ms] | base[ms] |  ratio   |
-------------------------------------------------------------------------------
```
 maybe repeat and see if last 3 show up
if so then take a look
 If you would, that'd be great!

```
groupby_first_float32                        |   3.7374 |   3.2806 |   1.1392 |
frame_boolean_row_select                     |   0.2897 |   0.2540 |   1.1405 |
timeseries_timestamp_downsample_mean         |   4.7660 |   4.0634 |   1.1729 |
timeseries_1min_5min_ohlc                    |   1.1263 |   0.5790 |   1.9454 |
timeseries_1min_5min_mean                    |   1.1007 |   0.5546 |   1.9845 |
packers_write_pickle                         |   6.5750 |   2.7454 |   2.3949 |
-------------------------------------------------------------------------------
Test name                                    | head[ms] | base[ms] |  ratio   |
```
 Here's a patch to fix the perf issue; its that `__getattr__` was trying to look up the cached properties in the object index (which is wrong, instead it should just rasie AttributeError if the cache is not yet created).

When I run this (even w/o this patch), their are some failing tests....?
(numpy 1.7.1 on 2.7)....odd

```
diff --git a/pandas/core/groupby.py b/pandas/core/groupby.py
index d418005..2f23935 100644
--- a/pandas/core/groupby.py
+++ b/pandas/core/groupby.py
@@ -208,6 +208,8 @@ class GroupBy(PandasObject):
         Number of groups
     """
     _apply_whitelist = _common_apply_whitelist
+    _internal_names = ['_cache']
+    _internal_names_set = set(_internal_names)

     def __init__(self, obj, keys=None, axis=0, level=None,
                  grouper=None, exclusions=None, selection=None, as_index=True,
@@ -288,10 +290,12 @@ class GroupBy(PandasObject):
         return sorted(set(self.obj._local_dir() + list(self._apply_whitelist)))

     def __getattr__(self, attr):
+        if attr in self._internal_names_set:
+            return object.__getattribute__(self, attr)
         if attr in self.obj:
             return self[attr]

-        if hasattr(self.obj, attr) and attr != '_cache':
+        if hasattr(self.obj, attr):
             return self._make_wrapper(attr)

         raise AttributeError("%r object has no attribute %r" %
```
 Thanks, will apply this, and see what stuff is failing tonight... (weird travis wouldn't be picking them up :s ).

Will also add some more basic tests for some of the other methods in the checklist.
 I had to rebase off master 
I think this had some conflicts from the head/tail pr
 @jreback ~~weird, shouldn't be any conflicts~~ (oh, yes there are, ok rebasing...)

@TomAugspurger Do you mind taking a look at this PR, I see you put some serious time in before trying to sort out this behaviour so would be great to hear what I'm missing (sorry if you were part way there / w duplicated effort here, I'd missed your previous discussion in #5264 until just now).

(I had example here with corr, but think it's not an issue)
 ~~rebasing, I bizarrely I get one failed test. doh, was me not building...~~

travis is being flaky.
 rebase and I think this is good to go, pls squash a bit too

I assume release notes you will do all at once (ok..)
 reordered commits and squished (and passes travis). Will add to release when we close main issue.
