grande dame vs lady

grande dame and lady both are nouns.

Word	Noun	Adjective	Verb	Adverb
grande dame	Yes	No	No	No
lady	Yes	No	No	No

As nouns, lady is a hypernym of grande dame; that is, lady is a word with a broader meaning than grande dame:

grande dame: a middle-aged or elderly woman who is stylish and highly respected
lady: a woman of refinement

Other hypernyms of grande dame include dame, gentlewoman, ma'am, madam.

grande dame (noun)	lady (noun)
a middle-aged or elderly woman who is stylish and highly respected	a woman of refinement
	a polite name for any woman