You only have to look at the hapless loss at Dens Park to see why.
Gray's side had started well and took the lead through Nicky Cadden, but Jordan Obita's rash tackle on Mo Sylla left Hibs with 10 men, and the momentum flipped.
Nectarios Triantis' own-goal quickly followed Jordan McGhee's strike to give Dundee the lead, and worse was to come on the brink of half-time.
Goalkeeper Josef Bursik's heavy first touch allowed Seb Palmer-Houlden to pinch possession and tap into an empty net.
Another lapse in concentration late on, this time from Rocky Bushiri, led directly to Dundee's fourth.
Gray admitted afterwards that it feels like "it isn't going to change any time soon", and although he vowed to fight on, the club legend cut a dejected figure.
"These moments, these individual errors - David Gray can do nothing about [them]. That’s the hardest thing as a manager," former Hearts boss Steven Naismith said on Sportscene on Saturday.
"I don't remember a manager having such a run of bad luck by players making such bad decisions," former Dundee boss Neil McCann added. "The house just caved in.
"Bursik actually has the cheek to have a wee go at somebody; that's all about him. Dundee sniffed blood and went in for the kill. There was a sense of resignation [from Hibs players] at the fourth goal."