The Grand Slam is the achievement in which sport?

There is also the Grand Slam of golf: U.S. Open, British Open, Masters, and P.G.A.

It’s also used in the Rugby Six Nations tournament.

It’s a baseball expression first. It’s borrowed as a metaphor for tennis and golf.

I'm good at tennis 🎾

Although I got this right, I could see where someone who isn't familiar with the feat in golf or tennis would be looking for "baseball" as their answer!