GPS not precise

hey
when I set my autopilot on cruise control and set the HDG and all the DTK on the GPS doesnt match the course set on the panel usually is of by anywhere from 2-6 degress ?
any idea why
when I set my autopilot on cruise control and set the HDG and all the DTK on the GPS doesnt match the course set on the panel usually is of by anywhere from 2-6 degress ?
any idea why