I have done GCMS of my compound. Basically its mixture of number of compounds. When I do the GCMS then I found the same compound detects two to three time at different retention time in single run. I did confirmed it in triplicate.
I would also recommend the link provided by Valentina.
Are you sure it is the same compound? If so, then often stereo-isomers have very similar spectrum and different retention times.
Be careful if you are identifying the compounds with the library (if using EI with full scan). Especially if large linear alkyl groups are present, they might have spectra so similar you can't tell them apart. If you think the different peaks are the same compound due to the best library match, then most likely the identification is wrong for at least one of the peaks. All this assuming your system is working as in good conditions.
You can also base your interpretation on the retention indexes for your chromatography system. Check out chemspider for info about that. They have a huge compilation.