There’s much speculation as to whether never-married-died-at-39 George Gershwin was gay. Available biographical evidence is fairly conclusive that he wasn’t; so LGBT music lovers must be content with Gershwin being the greatest American popular composer, author (with lyricist brother Ira) of ‘The Man I Love.’ Gershwin hosted a 1930s radio show, and pianist-actor-writer Hershey Felder bases much of his performance in George Gershwin Alone on recordings of Gershwin’s broadcasts. The gifted Felder also plays Gershwin’s own difficult piano arrangements. George Gershwin Alone is the first biographical show sanctioned by the Gershwin Estate. Royal George Theatre through Oct. 24 (extension possible); (312) 998-9000; $37.50-$45.