What contributed to the young Gatsby deciding to commit to "the following of a grail"

I don't think that Daisy's house has anything to do with the grail, in fact, I believe that Daisy herself is the grail that Jay Gatsby is following. Daisy personifies the elusive beauty and romanticism the Arthurian tale is based on. Gatsby has a dream that has become the quest of a knight; finding his dream would mean he'd found the Holy Grail (Daisy), and we all know that there's never been a knight who's accomplished that feat. Nor does Jay.