If your signal generator and scope don't have a common GND, you could create an artificial differential signal by connecting the signal generator's output to 2 equal resistors (e.g. 2*25Ω for a 50Ω output), using the middle node as your differential signal's center (ac GND).
The same should be possible for the output side (with higher resistor values, of course), if your scope input is actually GND-free. But with dual channels, this shouldn't be necessary (may be there's even an "invert" button for the input?).