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Backport PR #37149 on branch 1.1.x (BUG: GroupBy().fillna() performance regression) #37223

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Backport PR #37149: BUG: GroupBy().fillna() performance regression

@lumberbot-app lumberbot-app bot added this to the 1.1.4 milestone Oct 18, 2020
@simonjayhawkins simonjayhawkins added Groupby Missing-data np.nan, pd.NaT, pd.NA, dropna, isnull, interpolate Performance Memory or execution speed performance labels Oct 18, 2020
@simonjayhawkins simonjayhawkins merged commit 5d310b8 into pandas-dev:1.1.x Oct 19, 2020
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