I believe you have either a defective/wrong gauge or (more likely IMO) a short to ground somewhere in the wire between the gauge and the sender. A distant possibility would be the wrong sender(s) for your gauge.
A quick test for shorted wire would be to remove the wire from the sender, and see what the gauge does with the key on. If it still rises, there must be a short, either in the wire or inside the gauge.
Andy, the "hot wire" gauges that require a VS do not require a ground for the gauge itself. They operate only on the current that flows between the VS and the sending unit, so only the VS & sending unit need be grounded. These gauges also don't care about polarity or connection order, as the internal circuit is just a length of resistance wire that gets hot and causes a bimetal strip to deflect the needle.
But there are similar looking "balanced" gauges that do not require a VS and do require a ground for the gauge itself. They may also take a different sender. These were sold as aftermarket gauges, and used on some Triumphs (eg TR2-3 fuel gauge). Possibly someone got the wrong gauge by mistake? One telltale for this type of gauge would be if the needle moves suddenly ... the hot wire gauges respond rather slowly.