For all his phenomenal wealth, Gatsby is a deeply insecure man. This is largely due to his humble background, not to mention his past involvement with organized crime. Despite being fantastically rich, he's not one of society's elite and never will be. But because he's so blinded by love for Daisy, he thinks that at some point she'll be so impressed by his opulent displays of wealth that she'll eventually give in and leave Tom to be with him.
Yet she doesn't. Why? Because even in the midst of the Jazz Age, with American society becoming more fluid, less hierarchical, blood still counts. Daisy may weep over Jay's gorgeous collection of fancy shirts, but she's not about to leave Tom and move in with Gatsby any time soon. For all her shallowness, Daisy's still a social snob. She'll gladly attend Jay's legendary parties, partake of his generous hospitality, but what she won't do is be with him on a permanent basis; won't step outside her East Egg comfort zone. And so Gatsby's attempts to buy her love are all in vain.
The theme is demonstrated largely through Gatsby's attempt to appear as lavishly wealthy as possible because he is, of course, obsessed with the prospect of Daisy coming back to him. Since the original bone of contention in their relationship was him not having enough money, he throws extravagant parties with outrageous amounts of money spent on decadent food, drink and entertainment. Gatsby cares nothing for the celebrations themselves, he simply wants to appear as wealthy as possible.
There is no dignity or subtlety whatsoever in Gatsby's approach, and he often seems to be making a great fool of himself. The epigraph at the beginning of the novel brings this in particular to mind. By "wearing the gold hat," Gatsby believes that he needn't have shame or subtlety. As long as he spends enough money, he believes he will have his love.
Gatsby wants to buy Daisy's love through impressing her with his great wealth. He throws his vast parties in the hopes that she will one day show up and be awed. At the opening of chapter three, in a long sequence, Nick describes the preparations for theses parties, showing the vast amounts spent on them. His lyrical description makes the parties seem alluring, beautiful, and vital. I won't quote the entire sequence (to get the full effect, however, you need to read the whole thing), but here is an example:
On buffet tables, garnished with glistening hors d’oeuvre, spiced baked hams crowded against salads of harlequin designs and pastry pigs and turkeys bewitched to a dark gold. In the main hall a bar with a real brass rail was set up, and stocked with gins and liquors and with cordials so long forgotten that most of his female guests were too young to know one from another.
When Gatsby reunites with Daisy for the first time in five years, he is anxious to walk with her (and Nick) over to his mansion next door and show it off to her. He wants to impress her with his belongings. He shows her room after room. Finally, they end up in his bedroom. Gatsby displays his vast number of shirts and begins to toss them out in an beautiful array of colors:
While we admired he brought more and the soft rich heap mounted higher—shirts with stripes and scrolls and plaids in coral and apple-green and lavender and faint orange with monograms of Indian blue.
The imagery around Gatsby's lifestyle is lovely, aesthetically appealing, if also at times faintly garish, but it isn't enough to win Daisy.
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