GPS does not have a compass. Some GPS receivers might also have a compass, but that is not part of the GPS system.
GPS devices can tell which way you are moving. They do this, not by a compass, but by comparing the current GPS position to the previous GPS position. If your current GPS latitude and longitude represents a point which is 20 metres north-east of where you were 5 seconds ago, then the GPS device can calculate that you seem to be moving north-east at 24 kilometres/hour. There is no compass, no direction, and no heading involved in this calculation, it is based on the calculation of moving positions.
GPS has no knowledge of heading, or "which way you are facing". It would give you the same answer if you are driving backwards.