The difference is that with Garam Masala does not contain turmeric powder. Curry powder does thus why it has more of a yellow color too it. Both are used religiously in Indian cooking and both are very good curries. Curry powder has turmeric, ground coriander, ground cumin, ground ginger, and black pepper in it.
While Garam Masala has cardamom, cinnamon, cloves, and black pepper, and sometimes also coriander and cumin. Along with sometimes black and green cardamom, ginger, bay leaf, nutmeg, fenugreek, or mace.
When looking for a curry powder, you want to make sure it is fresh and not expired. On supermarket shelves, this mixture includes turmeric, ground coriander, ground cumin, ground ginger, and black pepper.