Peggy Guggenheim: Art Addict ★★★★★

If you could be alive at any time, in any place, surely it would be Paris' roaring 1920s. Out of the horror and wreckage of the First World War, a Bohemian culture flowered; one that made the French capital the most exciting city in the world. Everything was changing: sex, drink, cigarettes and jazz filled the streets of Montparnasse, women chopped their hair and hemlines: propriety was out, hedonism in.

Josephine Baker, Ernest Hemingway, Samuel Beckett, James Joyce, Gertrude Stein were all there. But perhaps the most clamorous of all was the emerging avant garde-art scene. Futurism, Dadaism, Surrealism, Cubism arose from the studios of Leger, Duchamp, Dalí and Picasso. Sniffed at at the time, this moment would become the most important in Modern Art. And one woman was at the centre of it.

Peggy Guggenheim, the subject of Art Addict, a new documentary by Lisa Immordino Vreeland, was not just ahead of her time - she shaped it. Born the heiress to an incomprehensible fortune, she rebelled and plunged headlong into radical art, becoming one of the most important collectors the word has ever seen.

Vreeland's film unpicks much of the mythology surrounding Guggenheim. She famously had over a thousand lovers, including Samuel Beckett, Max Ernst, Jackson Pollock, Alexander Calder, Marcel Duchamp ("I was a liberated woman long before there was a name for it.") But rather than the fearsome, expert seductress she is assumed to have been, Vreeland reveals Guggenheim as a lonely, damaged woman, seeking comfort in the arms of uncaring men, deeply affected by her father's death in the Titanic in her early teens. Yes, Vreeland says, it was bold of her to come out about her voracious sexual appetites in various autobiographies; but underneath the nymphomania was a great sadness.

In fact, the woman we are shown is quite devoid of passion; she is subdued, nervous, has an odd reptilian tic of flicking out her tongue. Her life was defined by sadness: she lost her father, sister, niece, nephew and daughter, all far before their time. Perhaps, then, the art, the bohemia was an escape. One of the last shots in the film shows Guggenheim alone, in wacky glasses, in a house filled with art and lapdogs. It's strikingly sad.

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