I find the course info between the GPS and compass one of the best parts of a CP. Under sail to windward especially, and even reaching, leeway is always there, and that doesn't even include currents or seas.
I watch gps course for how much lift my centerboard is adding. Always variable with conditions and angle to the wind, I can at times see a 5 to 10 degree increase to windward in the boats course, when close hauled(this is a subjective reading of a moving average).
I'm dangerously optimistic, but this is good incentive to roll up your sleeves and crank the 50 turns the winch takes to lower, or raise, the 400lb 8' centerboard. Our boat keeps us in shape.