I don't think Nietzsche ever claims that life is objectively good, and I think he takes joy in that:
In fact, we philosophers and "free spirits" feel ourselves irradiated as by a new dawn by the report that the "old God is dead"; our hearts overflow with gratitude, astonishment, presentiment and expectation. At last the horizon seems open once more, granting even that it is not bright; our ships can at last put out to sea in face of every danger; every hazard is again permitted to the discerner; the sea, our sea, again lies open before us; perhaps never before did such an "open sea" exist. (The Gay Science)
If God existed (speaking for Nietzsche, not myself) then the goodness of our lives could be ultimately objectively guaranteed, handed down to us.
His philosophy seems to me to be an affirmation of the openness of what we could be, which includes the possibility of living bad lives:
Whether it be hedonism or pessimism or utilitarianism or eudaemonism: all these modes of thought which assess the value of things according to pleasure and pain, that is to say according to attendant and secondary phenomena, are foreground modes of thought and naivetes which anyone conscious of creative powers and an artist’s conscience will look down on with derision, though not without pity… You want if possible — and there is no madder ‘if possible’ — to abolish suffering; and we? — it really does seem that we would rather increase it and make it worse than it has ever been! (Beyond Good and Evil)
like those of his 'Last Men':
...everything around them decays and produces decay, that nothing will endure until the day after tomorrow, except one species of man, the incurably MEDIOCRE. The mediocre alone have a prospect of continuing and propagating themselves--they will be the men of the future, the sole survivors. (Beyond Good and Evil)
I think Nietzsche offers (in his telling) not a transcendental balm, a promise of a world to come to redeem the present one, a good life guaranteed (well, promised out of ressentiment for this life), but a philosophy in which good does not arrive objectively and from the outside but must be asserted and affirmed by each individual for themselves. He's notoriously difficult to 'pin down' and, free spirit that he is, I don't claim any ability to do so.