I've heard before that the cap stone of the pyramids (or some of them) were gold plated.
Typical pyramid capstones (singular pyramidion, plural pyramidia) were made of limestone or another stone. Some extant examples from the Old Kingdom show drill holes that may have served to anchor electrum or gold plating.
The earlierst pyramidion known comes from the Red Pyramid of Sneferu at Dashur. It limestone, uniscribed, and undecorated, as was typical for the earliest pyramids.
The only pyramidia known from Giza (site of the Great Pyramid) are from the smaller subsidiary pyramids and are also fairly plain stone.
Pyramidia of the later Old Kingdom, Middle Kingdom, and New Kingdom also tend to be of stone, again, occasionally with evidence of anchor points for precious metal coverings. They are usually inscribed, often with the name of the pyramid, along with religious texts involving the sun-god.