Gatsby seems to have created an image that doesn't really exist - if Daisy has those qualities that Gatsby projects on her, she shouldn't have acted that way. Gatsby has been led into a tragedy by chasing the phantom he has created for himself. And he seems not entirely unaware of it - he chooses to fake a noble identity in order to win Daisy's affection. What has led him into this is as deep a concern if not deeper.
I have neither read the book nor seen the film, just learnt the story by watching this: https://youtu.be/5-kCPr9HfiM