The "grid" might not (i'm not even sure what that means?), but in this case the website doesn't know who you are, the ad itself doesn't know who you are (especially because it's not shown), only the ad-network-provider knows who you are.
Sure, the grid only knows where you live, if you own or rent, size of your household, when you're home or away.
Heck with a bit of data mining on "smart meters", I bet you could infer the energy usage of certain appliances such as hair dryer, curling iron, stove, etc., starting to give insight into age, gender, ethnicity, eating habits, you name it. By itself that data will only generate weak correlations, but I'd certain that energy companies are finding buyers for that data who could match it with your credit report, background check, etc.
Face it, the only thing protecting your anonymity is your lack of notoriety.
https://sense.com/ does this, figuring out what different things you run at home and knowing when they're on.
There's actually a weird way that control over your devices and privacy on your devices are at odds here: if your device was running signed code from the ground up, where you were given a browser and had no ability to modify anything, then we could build an ad system that leaked no information to the various ad industry companies but still let them be sure that a view was a real view and a click was a real click. But of course we do want to be able to control the software we run, and we successfully rejected trusted computing for most uses in the '00s, so instead we have all this tracking.