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Up until his death, I believe Gatsby believed he was going to attain all that he wanted. He never lost hope and continued to believe in the woman he loved.
"He couldn’t possibly leave Daisy until he knew what she was going to do. He was clutching at some last hope and I couldn’t bear to shake him free."
Nick, however, saw it differently.
"If that was true he must have felt that he had lost the old warm world, paid a high price for living too long with a single dream. He must have looked up at an unfamiliar sky through frightening leaves and shivered as he found what a grotesque thing a rose is and how raw the sunlight was upon the scarcely created grass. A new world, material without being real, where poor ghosts, breathing dreams like air, drifted fortuitously about … like that ashen, fantastic figure gliding toward him through the amorphous trees."
The Great Gatsby