I assume by the servo your using (Hitec HS-65HB) we are talking about a micro heli, what heli are we talking about?

I doubt the gyro is bad, but anything is possible. The big thing to watch for with micro helis is make sure your battery has a good charge, the lower the battery gets the worse the gyro will hold, when the battery gets real low you will find the gyro will barley hold the tail. Maybe your battery is no good (just a thought).