That's funny - I just bought one myself in the fall. I didn't cut mine back either. The old growth does offer some protection from hard frosts, but it's really for aesthetic purposes that you would cut it back. Trim it back in the Spring before it wakes up. Plenty of Sun & they love to sway in the wind. It does not transplant well so find it's place. No fertilizer for this plant. It likes poor dry soil. Don't overcrowd. Give it the space it needs to mature & it will bloom all summer. If you want more plants, wait for the seedlings to emerge the following year. It doesn't divide well either. It has a single long taproot.

In the past all I have done is cut back any dead growth in spring when new growth starts. I left the old growth on to protect the new shoots as they emerge from the soil. So you don't need to cut it down in autumn and it wont suffer.

I did lose mine last year [ it was 5/6yrs old] however, not sure why but hey ho.

https://www.rhs.org.uk/Plants/344848/i-Gaura-lindheimeri-i-Sparkle-White/Details
this is for a named variety but the advice is the same.
They do divide but I usually took basal cuttings in spring.

Thank you so much to you all for help and advice. I chopped it back today and In amongst all the dead stuff was lovely new growth a foot tall I didn’t even know was there.

That's brilliant news Earlybird.

I need to run out and check mine, but it's still too cold - hot chocolate! I'll cut mine back this weekend - I have Belleza Pink. What color is yours?

Mine is white. We are having an unusually warm winter here in Lincolnshire, England, which I think is why I now wonder if I have tidied it up too early. We could still have frosts here, even snow, but can easily put fleece over it if need be.