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We’ve seen stories and heard songs about the tears of a clown when there’s no one around. Spend a chunk of time cruising the deepest fathoms of the TV Tropes website, looking for examples of funny characters who are crying on the inside, and you’ll find plenty of them, from the likes of Chandler on “Friends” and Hawkeye on “M*A*S*H” to that comic-book villain who just won’t go away, The Joker. The sad clown is ensconced in our culture, even romanticized, so that their deep pain is seen as essential to their comedic gift.

In “Gary Gulman: The Great Depresh,” a new HBO film, stand-up comic Gary Gulman brings a fresh layer of realism to that trope, as he chronicles — both onstage and behind-the-scenes — his own life-threatening depression. On one level, Gulman is an ace stage performer, with clever, self-mocking observational material and a knowing delivery. We see that Gulman in action in “The Great Depresh,” post-treatment, standing 6 feet, 6 inches tall on a Brooklyn stage, expertly dropping jokes as he builds toward the subject of his illness. His smile is infectious and his humor is sly, as, for instance, he describes the qualities he likes about the much ragged-on millennial generation. Why are they nicer to one another than those who grew up in the 1970s? They were better hydrated as kids.

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But, as we learn in his unfolding stand-up routine and in the documentary scenes that punctuate it, the seemingly happy Gulman was forever concealing his truth. As recently as two years ago, he was spending his days sobbing when he wasn’t sleeping, at “a cosmic bottom,” as he puts it. We see a revealing recent clip of him talking to his mother, Barbara, at his childhood home (in Peabody), looking at a book that little Gary wrote and illustrated called “The Lonely Tree.” The titular tree grew from tears. And yet Barbara recalls Gary as always smiling: “A happier kid you couldn’t find.” As she points out, that’s the insidiousness of depression. When you hide it, it only gains more power. Depression thrives in darkness.

The extent of Gulman’s effort to hide his depression becomes fully clear when we see him hanging out recently with his longtime comedy pal Robert Kelly (also from Boston) at the Comedy Cellar in New York. When Gulman finally landed in the psych ward of a hospital in 2017, after he’d dropped out of comedy and moved back into his old bedroom at his mother’s, he didn’t tell any of his friends — not even Kelly, who has had his own struggles with depression. Kelly is clearly taken aback by the news.

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So in a way, “The Great Depresh” — which premieres Saturday at 10 p.m. — is Gulman coming out of the closet, shrugging off any possible stigma in order to move forward. So many people think of those who hide their despair as stoic, or “strong,” and those who reveal it as “weak,” as if depression is a failure of will. Gulman remembers that, as a kid, the simplistic approach to masculinity demanded that you act like Clint Eastwood, strong and silent; otherwise you were Richard Simmons. Ultimately, Gulman has outgrown that binary misconception.

Along with Kelly, he has also let go of the myth that, as Kelly puts it, “If I remove the depression, then I remove the funny.” I’ve heard alcoholic artists worry about the same thing: If they remove the booze, they remove the inspiration. But then, we see Gulman killing it onstage, talking about his therapy, listing his medications, and describing his ECT treatments, and in the process proving just how wrong that myth truly is. Clearly, treatment hasn’t harmed Gulman’s skill and wit.

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“The Great Depresh,” produced by Judd Apatow and directed by Michael Bonfiglio, is an excellent stand-up set. The laughs are consistent. But it’s a hybrid production, as it connects Gulman’s stage shtick to personal scenes from his life, and in that way it’s special. It’s a portrait of an ordinary man, his well-earned triumph, and his desire to make living easier for others who are in despair. “If you are suffering from a mental illness,” he urges at the end of his act, perhaps trying to ease his dejected younger self, “I promise you are not alone.”

Gary Gulman: The Great Depresh

On HBO, Saturday at 10 p.m.


Matthew Gilbert can be reached at gilbert@globe.com. Follow him on Twitter @MatthewGilbert.