A performance upgrade may enable you to accelerate and ride faster, which would necessarily use up more gas. On the other hand, if you continue to ride gently and cruise at only moderate speeds like you did before the upgrade, your mileage may improve a little (despite the richer ECM settings), since your engine is working a little less to suck in air and blow out exhaust. For example, if you're a commuter, you might find you can be lighter on the throttle, upshift a little sooner, and maybe run at lower revs on average during your day-to-day usage, which may result in better mpg.
Caveat is I don't really know -- it'll be a couple of years before I can test this theory. I considered upgrading, but decided to wait until the warranty expires (many reasons -- I can elaborate later if you want). In any case, gas mileage did not figure at all into my decision, but that's just me.