The last line of The Great Gatsby. The preceding paragraph is:

Gatsby believed in the green light, the orgastic future that year by year recedes before us. It eluded us then, but that's no matter -- tomorrow we will run faster, stretch out our arms farther. ... And one fine morning ---- So we beat on, boats against the current, borne back ceaselessly into the past.

Nick feels that Gatsby's entire life was to live in the past. To live the dream he had as a boy, when he was "full of hope" and had "infinite possibilities." Gatsby achieved wealth, fame, and the lifestyle he worked so hard for, but he never had Daisy. He got as close to her as he could, but would not shatter the perpetual dream he had of her. Somehow, five years later, Daisy doesn't live up to this dream. She chooses Tom over him, and doesn't lend herself to the dream as fully as Gatsby did.
Gatsby's dream and hope of her and himself is what drove him, with the hope that she would come to his parties or that he would visit East Egg. And when his dream was so close to being reality, it shattered.