A common misunderstanding regarding the EV3 gyro sensor is that it has to be stationary (not moving at all) while the sensor is calibrating itself. If your robot is turned on and the robot is not stationary, the gyro sensor will calibrate itself incorrectly resulting in incorrect gyro readings. There are three different ways that I know to calibrate the sensor: unplug it and plug it back in, power the controller off and back on (takes significant time and is not recommended for match resets) and finally switch the mode of the sensor via a program. The following link provides an example of how to do it the last way:
http://www.legoengineering.com/light-and-gryo-sensor-calibration/
It is absolutely essential that the sensor is completely stationary when it calibrates itself before it is used. When, how and how often is up to the team to decide (along with the decision to even use the gyro sensor at all).
Have fun!
Bill