In his personal writings, Gray comes across in a more extreme way than in his theatrical persona, his anguish and need not tempered by his perceptive charm. He writes searchingly about his sexuality. He chronicles his relationships with the three major women in his life — first LeCompte, then Renée Shafransky and later Kathleen Russo — each one overlapping with the last, each becoming involved in his work. And it is evident that even as a young man, Gray was battling the demons that would eventually lead him to end his life in 2004 by throwing himself from the Staten Island Ferry into the water.