Does a '94 Saturn SL1 get better gas mileage while in NORMAL mode or PERFORMANCE mode?

I love the feel of my car when it is in PERFORMANCE mode rather than NORMAL, but fear that I might not necessarily be getting the best gas mileage... I ask this strictly out of curiosity. I've heard people say that you get better gas mileage in OVERDRIVE than regular DRIVE...I wasn't sure if this same logic applies for MY car, in particular...