Does that mean you are new to sailing? back to basics. the beam reach is the fastest point of sail. when you sheet in and turn upwind to sail close hauled you will loose some speed and the closer you get to the point when the jib starts to luff on the leading edge the slower the boat will be. many beginners have a hard time finding the small difference between pointing properly and pinching to high into the wind
Really good point from OverBored about pinching -- sailing very high offers diminishing returns, and pinching can actually lose you more in leeway than it gains you in tack angle. That's why I suggest you bring along a compass, or use the compass feature on your GPS unit. You need to determine whether the problem lies with your heading
(which direction the bow is pointed) or with your course
(which way the boat is moving). Deficiencies in heading are likely attributable to sail condition, sail trim, mast rake, or rig tuning. If your heading is okay but your course is lousy, that's probably down to currents, appendages (keel & rudder), heel angle, or misunderstanding of wind forces. But never fear -- all of these issues can be fixed.
Perhaps the best way to fix your issues fast is to ask an experienced small-boat sailor out with you. Second best is to sail alongside another boat, trying to match their heading and sail trim. If they are pointing higher than you, you have a heading problem. If you are pointing at the same angle but your boat is sliding sideways relative to theirs, you have a course problem. Or a Daysailer.
(Fabulous little boats, BTW, one of my all-time favorites. But ja, they do slide.)