Start by checking the tide tables. Chances are you were in an adverse current. Adverse currents affect your speed and course over ground as recorded by the GPS. Currents also affect the apparent wind and adverse current going with the wind reduces the apparent wind speed and so results in a velocity shift that appears to be a header.

I would also look at your actual compass courses on each tack. If they are less than 90 degrees, with a wing keel you are probably pinching. Wing keels hate to be pinched and make a lot more leeway than if you fall off a little and keep you speed up.

Good luck
Jeff