The accepted answer is excellent, but just in case it's of use to you, I've always found a helpful analogy in home brewing.

Curry powder is like the bittering hops, added early in the boil for a bulk effect (bitterness and preservatives for beer, heat and basic body for curry).  Garam masala is like the aroma hops, added very late in the boil for a subtle effect that would be lost if the volatiles were boiled off by extended cooking (hop aroma for beer, subtle flavours and complex notes for curry).

Someone more skilled with beer and curries than I could probably make an analogy about dry-hopping, but I'm going to leave it there.