Funnily enough, I am using Exit Through the Gift for my final project essay.
I think the narrative tones/perspective of the two films are at points very similar. Both seem to have this underlying sarcasm towards their subject. Guy Maddin reflects on his childhood with this tinge of spite in his tales. Maybe more than a tinge. In Banksy's film, there is a subtler form of this once Theirry goes off on his own to create art. His success is treating with confusion and a bit of disbelief. It might also just be the tone of the narrator's voice, but there seems to be a very low opinion of Theirry.
Both of the films also seem to have a physical embodiment of the observer (the gaze?). Guy Maddin plays the role in his film while Theirry plays in Gift Shop
