Rum and water, cold without. Admiral Vernon was called Old Grog by his sailors because he was accustomed to walk the deck in rough weather in a grogram cloak. As he was the first to serve water in the rum on board ship, the mixture went by the name of grog. Six-water grog is one part rum to six parts of water. Grog, in common parlance, is any mixture of spirits and water, either hot or cold.
Source: Dictionary of Phrase and Fable, E. Cobham Brewer, 1894