O'Grady estimated from what he said that the shark had followed her for more than 100m.
She surprised herself just how relaxed she was and how quickly she reacted, considering it was her first experience with a shark.
"I first thought it was a swimmer's hand, then I realised it was a fin. It flaps like you wouldn't expect it would. It is not rigid like a dolphin's. The fin looked rather small but did not reflect the size of the shark.
"Someone had taken some selfies with the shark underwater, would you believe, about 10 minutes later and said it was quite a big shark.
"It did do the thing where it circled around. I am glad I did run to get back to shore and I was lucky it was quite tidal so could actually run in the water and didn't have to swim."
When she was safely back on shore the reality of what had happened - or could have happened - hit home to her.
"I was just shocked. I sat on the bank by my car just taking it all in afterwards."
O'Grady had a moment of panic at the start of the swim leg of the triathlon when someone swam past her quickly.
"All I saw was a black shape going past me and I did get a fright before I realised it was just a person."