The recent question, How often do grandmasters miss checkmate? , turned out to be a bit broad. This question asks about a simple subset of that one, which I hope can be answered with some precision.
How often do grandmasters miss an opportunity for a mate in five or less? Since it matters little if the exact move sequence is followed,I will allow a slightly longer series of moves to be considered not a miss. Consider it a "miss" if twice as many moves (ten) are played before the win,or if there is no win.
Consider classical, over-the-board games.