If "I'm very good" means "I'm fine" or "I'm doing very well", yes, it can be translated as "저는 정말 잘 지내요". But 정말 is not used often in this kind of sentence. 저는 아주 잘 지내요 or 저는 별일 없이 잘 지내요 is much more common. 별일 없이 means "without (없이) trouble / something unusual (별일)". It is also used directly in greetings, as in 별일 없으시죠?, 네, 별일 없어요.