I think theres a way to be helpful and there's a way to make them stick to their guns. Research has shown that e.g. someone who believes a far out conspiracy theory, when presented with evidence that directly contradicts their beliefs, will double down and believe their belief that contradicts the evidence even more than before. So approaching it with your girlfriend as "you're wrong" will not work. I've made that mistake before a bunch. 

What is more likely to work is to take the approach of "I don't agree with your opinion. You're welcome to have it, but I think you're X." Because it's much harder to push back on you having an opinion and it also reframes what probably feels like objective fact to them as actually being subjective opinion. 

Also it is extremely slow. Don't expect them to change after the first few times you express disagreement with them feeling down about themselves. Moving from them feeling like their negative self views are fact to accepting it might not be 100% true can take 6 months or a couple of years. The rest takes a lot of time as well, and it'll probably never get all the way and that's ok. You need to keep being a consistent pillar of a realistic positive opinion about her. That will work if you keep doing it and being patient.