Were there any sales of securities in that account over that period, other than Money Market funds? Only sales with gains or losses will be included in the report.
Also if you click on the gear to customize the report and select the Categories tab, is the _RlzdGain category selected? The investing categories are hidden by default, so you may have to select Show hidden categories to see them.
I edited the headline to make your correction.
Gains and Losses don't show up in the Investment Account's Transaction List. All you see in the Transaction List is the sale and the entire Investment Account impact is captured in that transaction. That is, cash in the amount of the proceeds is deposited and the security that you sold is gone from the Account. There is no further accounting entry to make in this Account. The gain or loss is captured in a Category. Go look at the Capital Gains report or run a Spending report of some sort that shows Income and Expenses and you'll see the gains and losses.
Run an Investment Transaction report for the Account for that period. You can make that report show ONLY sales by Customizing the Actions to Sold and SoldX. Are all the transactions listed out there? Do they all show the _RlzdGain Category?