Perhaps this is explained somewhere, but I can’t find it.  I want to loop through entries like so:

Grouped by {date}
>> Grouped by {category}: {weblog link}

This would produce a list like:

July 14
>> Foo: Link 1
>> Foo: Link 2
>> Bar: Link 1
  ...

July 13
>> Foo: Link 1
>> Bar: Link 1

... and so on.  Am I missing something simple?