@nellie_m@Cal It's seemingly not actually. I looked into it as I thought it was too.
"The saying is sometimes attributed to Groucho Marx, but according to The Yale Book of Quotations, there is no reason to believe Groucho actually said this. Instead, it traces the Groucho attribution to a post from July 9, 1982 on the Usenet group net.jokes;[11] however, the closest match in the Google Groups archives is really dated to September 8, and does not mention Groucho."