It's a great compliment. It means that you are someone that they can confide in, open up to, rely on.You support them when they fall. That person holds them together no matter what.
"You're my rock"
An example from a song by Beyonce:
"You are my roc,baby your the truth
You are my roc, I love to rock with you
You are my roc, Your everything I need
You are my roc, so baby rock with me"