No, Relativity is a Theory because it is far more complicated than the law. Your example of the Law of Gravity, can also be a Theory when taken more generally. In fact Einstein's General Theory of Relativity is an extension of the Law of Gravity. The basic law is intact, but the theory expands it to include various complex situations involving space and time.
The largest difference, as shown in the link that I gave you, is that theory is much more complex and dynamic. A law governs a single action, whereas theory explains an entire group of related phenomena that are related to the law.
On that site they give the analogy of a slingshot and an automobile.
The law is like the slingshot, with its one moving part of the rubber band. The automobile has many moving parts all working in unison to perform the chore of moving things from one point to another. The automobile is complex, sometimes a change comes to one of the parts (carburetor to fuel injection) but it doesn't change the fundamental aspect that it is still a car.
A theory is like the car, components can be change or refined without changing the overall aspects of the theory on the whole.
It even gives examples of theory, including evolution, relativity, atomic theory and quantum theory. All of them are well documented and tested beyond reasonable doubt. Yet scientists continue to work within the theories to refine them and make them more elegant and concise. Theories can be tweaked, but they are seldom, if ever, completely replaced.
