Presently, my story is following two plots that will become one.
Two groups who have different objectives but will gather towards the ultimate one in a point in the future.
Is it too confusing to follow one group for a couple of days or so, then jump to follow the other group and go back in time til they come to the point I left before leaving the first one?
Should I point out that the point in time I come to the second group is earlier to avoid confusion?
Not at all.
This is a technique often used in novels, particularly ones with larger casts. All you are doing is introducing a new/different/alternative POV character, and readers are well accustomed to picking up on it and keeping the timeline sorted out.
You don't need to tag it with "Wednesday 24th, 0800 hrs" (unless that fits the book you're writing).
Instead, what you can do, is present an event that the ready already knows as happened. This provides an anchor point for your timeline.
Maybe it's a news article, or a specific event (a concert, a natural disaster, car accident, industrial action, explosion etc.) or any other event. But it needs to be memorable so that the reader can clearly remember it, and then orientate themselves to the current timeline, and just when this particular POV takes place.
As long as you make the starting point and end point of these shifts memorable (or relatable), then there shouldn't be a problem.
As far as existing examples go, nearly any novel/series that uses multiple POV's does this. Game of Thrones, Wheel of Time, Malazaan Book of the Fallen (and offshoots), Storm Light Chronicles, Lord of the Rings (as suggested by FFN) etc.
If it makes logical sense (from the story), you can have two different timelines, but you'll certainly want to make it clear that the change is happening - a new chapter for each section, possibly with a heading "Wednesday, 5pm, Moscow" or something else that clearly defines events as being before those in the previous chapter. Films do this quite a lot, with the time of each scene written on the screen at the beginning.
The important thing is the logic of the story. If you're getting each group to a similar point in their respective quests, that will make sense - but if not (or if there isn't an equivalent reason) there could be potential for reader confusion.
The other way of doing it is to stick to a single timeline and switch between groups, irrespective of where each group is in their quest. That said, the way you're thinking of doing it sounds more interesting.
The Lord of The Rings used this setup in its second and third tomes ("The Two Towers" and "Return of the King").
Both tomes were divided in two "books" (LoTR nomeclature is confusing) and every "book" follows a different group of characters. The first one follows Aragorn, Legolas and Gimli (and Merry and Pippin, in RotK) while the second follows Frodo, Sam and Gollum.
The events in the "books" happen concurrently but are told sequentially, meaning that Tolkien describes the actions of group 1 during a time span and then rewinds back to the beginning of said time span and this time focuses on group 2.
So, about your question:
Can you do it?
Of course, one of the most acclaimed and influential authors ever did it in his most famous book.
Should you do it?
I personally think not. Even thought the structure is viable, I remember being awfully confused when reading LotR for the first time (I was 11, I think).
LotR particularly also has the problem that the sequences with group 2 are, truth be told, boring. They don't do anything but walking most of the time. Instead of tolerating some chapters of walking sprinkled around group 1's interesting sequences, now you have to endure half a book of walking.
This problem was so accentuated that the Peter Jackson movies removed all signs of this and simply showed the events in the order they happened, without caring about their geographical distance or which characters were seeing them.
However, I'd like to point out that this method has its flaws too. "A Song of Ice and Fire" has a huge number of POV characters and, at least for the first books, tells the events in the order they happen, jumping around perspectives.
I personally, once again thought that this led to the problem that it was very hard to develop any attachment to the characters. It is difficult to care about someone when you only read 15 pages about them every 150 pages and there are so many other characters competing for attention.
As a final verdict, I'd say you write whatever way you want, as long as don't make mistakes such as having long boring sequences, drowning on your own plotlines and writing unlikable characters.
Everything can be done as long as you know what you're doing.
